+137.7%
UAL vs SPMO
+149.9%
-12.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.4% |
| 7D | +3.5% | +3.4% | +0.1% | -0.6% |
| 30D | -16.5% | +0.5% | -17.0% | -17.1% |
| 3M | +2.8% | +1.9% | +0.9% | -1.8% |
| 6M | +17.6% | +27.8% | -10.3% | -17.6% |
| YTD | -3.2% | +26.7% | -29.9% | -31.1% |
| 1Y | +0.4% | +28.9% | -28.5% | -30.0% |
| 3Y | +128.2% | +160.7% | -32.5% | -34.7% |
| 5Y | +137.7% | +150.2% | -12.5% | -28.0% |
| All | +137.7% | +149.9% | -12.1% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling