+763.6%
SPYM vs UAL
+246.2%
+517.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +0.1% |
| 7D | -2.7% | +8.2% | -10.8% | -3.7% |
| 30D | -5.4% | +2.3% | -7.7% | -5.7% |
| 3M | -4.1% | -12.7% | +8.6% | -2.7% |
| 6M | +0.8% | +12.7% | -11.9% | -1.2% |
| YTD | +8.8% | +0.8% | +7.9% | +7.5% |
| 1Y | +11.0% | +17.8% | -6.8% | +7.6% |
| 3Y | +75.5% | +206.7% | -131.2% | +48.4% |
| 5Y | +68.4% | +113.9% | -45.4% | +45.8% |
| 10Y | +316.1% | +97.0% | +219.1% | +242.0% |
| All | +763.6% | +246.2% | +517.4% | +469.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling