+100.0%
UAL vs SPMO
+514.3%
-414.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | +1.3% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -15.7% | -0.7% | -15.0% | -15.2% |
| 3M | +3.6% | +2.8% | +0.8% | -0.8% |
| 6M | +16.9% | +24.4% | -7.5% | -8.5% |
| YTD | -4.8% | +24.2% | -28.9% | -25.0% |
| 1Y | -0.9% | +24.5% | -25.4% | -22.0% |
| 3Y | +124.5% | +155.6% | -31.1% | -9.5% |
| 5Y | +140.2% | +148.2% | -8.0% | +0.7% |
| All | +100.0% | +514.3% | -414.4% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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