+311.1%
SPY vs UAL
+97.8%
+213.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.7% |
| 7D | -0.9% | +2.3% | -3.2% | -1.3% |
| 30D | -2.4% | +13.3% | -15.7% | -4.8% |
| 3M | -1.2% | -6.3% | +5.1% | -0.3% |
| 6M | +3.3% | +22.5% | -19.2% | -1.4% |
| YTD | +12.3% | +5.9% | +6.4% | +9.2% |
| 1Y | +12.4% | +24.7% | -12.2% | +5.9% |
| 3Y | +78.8% | +211.6% | -132.8% | +36.6% |
| 5Y | +75.2% | +130.6% | -55.4% | +37.0% |
| 10Y | +311.1% | +96.5% | +214.6% | +220.7% |
| All | +311.1% | +97.8% | +213.3% | +220.7% |
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