+5.2%
SSPC vs UAL
-4.3%
+9.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +8.0% | -0.2% | +11.1% |
| 7D | +11.8% | +11.9% | -0.1% | +17.8% |
| 30D | +44.7% | +5.2% | +39.5% | +49.3% |
| 3M | -40.7% | -12.7% | -28.0% | -46.2% |
| All | +5.2% | -4.3% | +9.4% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling