+87.5%
UAL vs SPY
+305.4%
-217.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.6% |
| 7D | +8.2% | -2.7% | +10.9% | +12.9% |
| 30D | +2.3% | -5.4% | +7.7% | +11.7% |
| 3M | -12.7% | -4.1% | -8.6% | -6.5% |
| 6M | +12.7% | +0.7% | +12.0% | +12.4% |
| YTD | +0.8% | +8.7% | -7.8% | -9.4% |
| 1Y | +17.8% | +10.9% | +6.9% | +2.8% |
| 3Y | +206.7% | +75.0% | +131.7% | +42.9% |
| 5Y | +113.9% | +67.8% | +46.1% | +8.5% |
| All | +87.5% | +305.4% | -217.9% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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