+67.6%
SPY vs UAL
+109.3%
-41.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.1% |
| 7D | -2.7% | +8.2% | -10.9% | -4.3% |
| 30D | -5.4% | +2.3% | -7.7% | -6.0% |
| 3M | -4.1% | -12.7% | +8.6% | -1.8% |
| 6M | +0.7% | +12.7% | -12.0% | -2.7% |
| YTD | +8.7% | +0.8% | +7.8% | +6.5% |
| 1Y | +10.9% | +17.8% | -6.9% | +4.9% |
| 3Y | +75.0% | +206.7% | -131.7% | +27.9% |
| All | +67.6% | +109.3% | -41.6% | +26.7% |
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 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