+255.6%
UAL vs SPG
+622.1%
-366.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.4% |
| 7D | +8.2% | +4.9% | +3.3% | +4.6% |
| 30D | +2.3% | +15.6% | -13.3% | -8.0% |
| 3M | -12.7% | +4.1% | -16.8% | -15.2% |
| 6M | +12.7% | +13.6% | -0.9% | +2.4% |
| YTD | +0.8% | +27.5% | -26.7% | -15.9% |
| 1Y | +17.8% | +32.2% | -14.5% | -4.4% |
| 3Y | +206.7% | +126.0% | +80.7% | +68.5% |
| 5Y | +113.9% | +74.7% | +39.1% | +41.7% |
| 10Y | +97.0% | +112.8% | -15.8% | +4.1% |
| All | +255.6% | +622.1% | -366.4% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling