+251.3%
UAL vs SPY
+787.1%
-535.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +3.1% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -16.1% | +0.1% | -16.2% | -16.1% |
| 3M | +6.1% | +2.0% | +4.1% | +3.2% |
| 6M | +10.8% | +13.0% | -2.2% | -7.2% |
| YTD | -0.4% | +13.5% | -13.9% | -16.8% |
| 1Y | +5.0% | +20.0% | -14.9% | -19.2% |
| 3Y | +124.0% | +77.2% | +46.8% | -0.9% |
| 5Y | +141.0% | +81.9% | +59.1% | +4.2% |
| 10Y | +118.0% | +314.1% | -196.0% | -71.9% |
| All | +251.3% | +787.1% | -535.7% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling