+139.2%
UAL vs SPY
+82.0%
+57.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +3.1% |
| 7D | +0.7% | +0.1% | +0.6% | +0.5% |
| 30D | -16.1% | +0.1% | -16.2% | -16.1% |
| 3M | +6.1% | +2.0% | +4.1% | +3.0% |
| 6M | +10.8% | +13.0% | -2.2% | -8.0% |
| YTD | -0.4% | +13.5% | -13.9% | -17.5% |
| 1Y | +5.0% | +20.0% | -14.9% | -20.0% |
| 3Y | +124.0% | +77.2% | +46.8% | +0.7% |
| All | +139.2% | +82.0% | +57.1% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling