+134.8%
UAL vs SPMO
+160.2%
-25.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +0.7% |
| 7D | +0.7% | +2.0% | -1.3% | -1.5% |
| 30D | -16.1% | -0.4% | -15.7% | -15.8% |
| 3M | +6.1% | -1.9% | +8.0% | +5.8% |
| 6M | +10.8% | +25.0% | -14.2% | -20.1% |
| YTD | -0.4% | +26.0% | -26.4% | -28.7% |
| 1Y | +5.0% | +28.7% | -23.7% | -26.8% |
| All | +134.8% | +160.2% | -25.5% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling