+101.1%
UAL vs SPYG
+385.4%
-284.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +1.1% |
| 7D | +12.5% | -1.9% | +14.4% | +15.1% |
| 30D | +12.2% | -9.2% | +21.3% | +25.2% |
| 3M | -2.6% | -6.8% | +4.2% | +5.8% |
| 6M | +21.1% | -2.6% | +23.7% | +25.0% |
| YTD | +7.8% | +7.5% | +0.3% | +0.1% |
| 1Y | +25.4% | +6.7% | +18.7% | +17.4% |
| 3Y | +217.3% | +90.1% | +127.3% | +59.4% |
| 5Y | +132.9% | +69.2% | +63.7% | +33.7% |
| 10Y | +101.1% | +391.9% | -290.7% | -68.3% |
| All | +101.1% | +385.4% | -284.2% | -68.3% |
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