+186.8%
UAL vs SPG
+135.6%
+51.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.5% |
| 7D | -3.0% | +2.0% | -5.0% | -4.6% |
| 30D | +10.5% | +17.2% | -6.8% | -3.3% |
| 3M | -13.5% | +6.3% | -19.8% | -17.8% |
| 6M | +14.2% | +18.7% | -4.5% | -1.6% |
| YTD | -2.2% | +30.1% | -32.3% | -22.3% |
| 1Y | +12.5% | +32.8% | -20.3% | -12.2% |
| 3Y | +186.8% | +133.6% | +53.2% | +46.5% |
| All | +186.8% | +135.6% | +51.3% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling