+123.3%
UAL vs SPY
+74.0%
+49.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.7% | -5.4% |
| 7D | +0.7% | +3.3% | -2.6% | -4.5% |
| 30D | +7.8% | -2.7% | +10.5% | +13.0% |
| 3M | -11.1% | -1.7% | -9.3% | -8.0% |
| 6M | +16.1% | +3.1% | +13.0% | +11.4% |
| YTD | -0.5% | +11.9% | -12.4% | -15.4% |
| 1Y | +11.3% | +12.0% | -0.7% | -5.4% |
| 3Y | +192.8% | +78.2% | +114.7% | +30.2% |
| 5Y | +123.3% | +73.2% | +50.0% | +7.3% |
| All | +123.3% | +74.0% | +49.2% | +7.3% |
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