+100.0%
UAL vs SPYG
+420.3%
-320.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | +0.4% |
| 7D | -2.0% | -1.8% | -0.2% | +0.1% |
| 30D | -15.7% | -1.9% | -13.8% | -13.7% |
| 3M | +3.6% | +5.2% | -1.5% | -2.2% |
| 6M | +16.9% | +15.6% | +1.3% | -0.5% |
| YTD | -4.8% | +12.4% | -17.2% | -16.1% |
| 1Y | -0.9% | +17.5% | -18.4% | -17.0% |
| 3Y | +124.5% | +98.1% | +26.4% | +7.6% |
| 5Y | +140.2% | +84.9% | +55.3% | +24.3% |
| All | +100.0% | +420.3% | -320.3% | -67.6% |
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