+10.8%
UAL vs SPMO
+25.8%
-15.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.3% |
| 7D | +0.7% | +2.0% | -1.3% | -0.8% |
| 30D | -16.1% | -0.4% | -15.7% | -15.9% |
| 3M | +6.1% | -1.9% | +8.0% | +4.5% |
| 6M | +10.8% | +25.0% | -14.2% | -24.4% |
| All | +10.8% | +25.8% | -15.0% | -24.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling