+802.2%
SPYM vs UAL
+242.1%
+560.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.7% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | +0.1% | -16.1% | +16.2% | +2.2% |
| 3M | +2.0% | +6.1% | -4.1% | +1.0% |
| 6M | +13.1% | +10.8% | +2.2% | +10.9% |
| YTD | +13.6% | -0.4% | +14.0% | +12.7% |
| 1Y | +20.1% | +5.0% | +15.0% | +18.0% |
| 3Y | +77.6% | +124.0% | -46.5% | +55.8% |
| 5Y | +82.5% | +141.0% | -58.4% | +56.0% |
| 10Y | +317.6% | +118.0% | +199.6% | +240.5% |
| All | +802.2% | +242.1% | +560.2% | +497.0% |
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