+72.6%
SPY vs UAL
+117.7%
-45.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | 0.0% |
| 7D | +2.6% | -3.0% | +5.6% | +3.2% |
| 30D | -2.0% | +10.5% | -12.4% | -4.2% |
| 3M | -2.8% | -13.5% | +10.7% | -0.3% |
| 6M | +2.1% | +14.2% | -12.1% | -1.7% |
| YTD | +11.5% | -2.2% | +13.7% | +9.8% |
| 1Y | +13.5% | +12.5% | +1.0% | +8.3% |
| 3Y | +77.7% | +186.8% | -109.1% | +31.7% |
| All | +72.6% | +117.7% | -45.2% | +29.9% |
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