+104.2%
UAL vs SPXS
-99.5%
+203.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.5% | -0.3% |
| 7D | -1.1% | +1.2% | -2.4% | -0.5% |
| 30D | -13.4% | +5.2% | -18.6% | -11.0% |
| 3M | -2.3% | -9.2% | +6.9% | -5.3% |
| 6M | +13.3% | -29.6% | +42.9% | -1.2% |
| YTD | -4.2% | -27.6% | +23.4% | -14.2% |
| 1Y | +1.4% | -36.7% | +38.1% | -13.7% |
| 3Y | +125.8% | -79.8% | +205.6% | +33.7% |
| 5Y | +130.0% | -85.9% | +215.8% | +46.2% |
| 10Y | +104.2% | -99.5% | +203.8% | -54.6% |
| All | +104.2% | -99.5% | +203.8% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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