+96.5%
UAL vs SPMO
+469.5%
-373.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.5% | -5.5% |
| 7D | +2.3% | +1.8% | +0.4% | +0.2% |
| 30D | +13.3% | -10.0% | +23.3% | +25.0% |
| 3M | -6.3% | -9.4% | +3.1% | +2.6% |
| 6M | +22.5% | -7.7% | +30.2% | +29.4% |
| YTD | +5.9% | +13.3% | -7.5% | -9.3% |
| 1Y | +24.7% | +12.7% | +12.0% | +7.5% |
| 3Y | +211.6% | +127.5% | +84.1% | +39.4% |
| 5Y | +130.6% | +119.7% | +10.9% | +7.8% |
| 10Y | +96.5% | +469.5% | -373.0% | -43.1% |
| All | +96.5% | +469.5% | -373.0% | -43.1% |
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