+307.3%
SPY vs UAL
+106.7%
+200.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.8% | -4.4% | +1.1% |
| 7D | +0.1% | +10.2% | -10.1% | -1.8% |
| 30D | -3.3% | +12.0% | -15.3% | -5.5% |
| 3M | -2.4% | -7.1% | +4.7% | -1.4% |
| 6M | +2.6% | +20.9% | -18.3% | -1.9% |
| YTD | +11.2% | +7.7% | +3.6% | +7.9% |
| 1Y | +13.4% | +23.6% | -10.2% | +7.0% |
| 3Y | +79.9% | +222.6% | -142.7% | +36.5% |
| 5Y | +72.2% | +127.9% | -55.8% | +34.9% |
| 10Y | +307.3% | +100.2% | +207.1% | +216.8% |
| All | +307.3% | +106.7% | +200.6% | +216.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling