+76.8%
UAL vs SPG
+114.5%
-37.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.6% |
| 7D | +0.7% | +3.1% | -2.4% | -1.6% |
| 30D | +7.8% | +16.4% | -8.7% | -4.1% |
| 3M | -11.1% | +7.1% | -18.1% | -15.7% |
| 6M | +16.1% | +16.1% | 0.0% | +3.3% |
| YTD | -0.5% | +30.4% | -31.0% | -19.3% |
| 1Y | +11.3% | +33.0% | -21.7% | -11.1% |
| 3Y | +192.8% | +134.6% | +58.2% | +50.7% |
| 5Y | +123.3% | +84.9% | +38.4% | +37.2% |
| All | +76.8% | +114.5% | -37.8% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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 · 6 months rolling