+16.0%
SPGI vs UAL
+129.5%
-113.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.6% |
| 7D | -1.4% | +2.3% | -3.6% | -1.7% |
| 30D | +15.3% | +13.3% | +1.9% | +12.9% |
| 3M | +16.5% | -6.3% | +22.8% | +17.3% |
| 6M | +19.8% | +22.5% | -2.7% | +14.9% |
| YTD | -3.2% | +5.9% | -9.1% | -5.7% |
| 1Y | +1.8% | +24.7% | -22.9% | -3.8% |
| 3Y | +30.6% | +211.6% | -181.0% | -0.8% |
| 5Y | +16.0% | +130.6% | -114.5% | -10.4% |
| All | +16.0% | +129.5% | -113.5% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UAL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling