+96.5%
UAL vs SPYG
+400.9%
-304.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -3.8% |
| 7D | +2.3% | -1.5% | +3.8% | +4.0% |
| 30D | +13.3% | -7.2% | +20.5% | +23.3% |
| 3M | -6.3% | -4.6% | -1.6% | -0.9% |
| 6M | +22.5% | -1.2% | +23.7% | +24.4% |
| YTD | +5.9% | +9.3% | -3.4% | -3.7% |
| 1Y | +24.7% | +8.8% | +15.8% | +14.0% |
| 3Y | +211.6% | +93.3% | +118.3% | +53.4% |
| 5Y | +130.6% | +71.7% | +58.9% | +30.0% |
| 10Y | +96.5% | +399.8% | -303.3% | -69.8% |
| All | +96.5% | +400.9% | -304.4% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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