-6.8%
SSPC vs UAL
-8.0%
+1.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.7% | -4.1% |
| 7D | -25.1% | +0.7% | -25.8% | -24.1% |
| 30D | +9.4% | +7.8% | +1.6% | +15.7% |
| 3M | -15.5% | -11.1% | -4.5% | -19.1% |
| All | -6.8% | -8.0% | +1.2% | -4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling