+9.5%
SPGI vs UAL
+142.0%
-132.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.9% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | +8.4% | -16.1% | +24.5% | +11.2% |
| 3M | +11.8% | +6.1% | +5.7% | +10.2% |
| 6M | +5.7% | +10.8% | -5.1% | +2.8% |
| YTD | -9.7% | -0.4% | -9.3% | -10.9% |
| 1Y | -12.5% | +5.0% | -17.5% | -14.8% |
| 3Y | +21.8% | +124.0% | -102.2% | -0.6% |
| All | +9.5% | +142.0% | -132.5% | -16.1% |
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