+248.5%
UAL vs SPG
+616.1%
-367.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -3.9% |
| 7D | +5.0% | +5.0% | 0.0% | +1.5% |
| 30D | -1.2% | +12.3% | -13.5% | -9.3% |
| 3M | -16.8% | +1.9% | -18.6% | -17.9% |
| 6M | +18.0% | +14.4% | +3.5% | +6.7% |
| YTD | -1.2% | +26.5% | -27.7% | -17.1% |
| 1Y | +14.3% | +30.7% | -16.4% | -6.4% |
| 3Y | +194.6% | +122.6% | +71.9% | +63.6% |
| 5Y | +109.6% | +73.3% | +36.3% | +39.7% |
| 10Y | +93.1% | +111.1% | -18.0% | +2.6% |
| All | +248.5% | +616.1% | -367.6% | -29.1% |
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