+17.8%
UAL vs SPG
+31.7%
-13.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.4% |
| 7D | +8.2% | +4.9% | +3.3% | +4.7% |
| 30D | +2.3% | +15.6% | -13.3% | -7.5% |
| 3M | -12.7% | +4.1% | -16.8% | -14.9% |
| 6M | +12.7% | +13.6% | -0.9% | +1.5% |
| YTD | +0.8% | +27.5% | -26.7% | -11.7% |
| 1Y | +17.8% | +32.2% | -14.5% | +1.1% |
| All | +17.8% | +31.7% | -13.9% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling