+11.7%
SPGI vs UAL
+109.3%
-97.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.3% |
| 7D | +0.3% | +8.2% | -7.9% | -0.9% |
| 30D | +18.4% | +2.3% | +16.0% | +17.8% |
| 3M | +15.7% | -12.7% | +28.4% | +17.7% |
| 6M | +17.3% | +12.7% | +4.6% | +14.0% |
| YTD | -4.7% | +0.8% | -5.6% | -6.5% |
| 1Y | +1.8% | +17.8% | -16.0% | -2.9% |
| 3Y | +31.7% | +206.7% | -175.0% | +0.1% |
| All | +11.7% | +109.3% | -97.5% | -12.5% |
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