+222.6%
UAL vs SPYG
+92.9%
+129.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.1% | +3.3% |
| 7D | +10.2% | 0.0% | +10.2% | +10.2% |
| 30D | +12.0% | -8.4% | +20.4% | +25.5% |
| 3M | -7.1% | -6.2% | -0.8% | +1.1% |
| 6M | +20.9% | -1.8% | +22.7% | +23.6% |
| YTD | +7.7% | +8.4% | -0.7% | -2.9% |
| 1Y | +23.6% | +10.1% | +13.5% | +9.1% |
| 3Y | +222.6% | +94.9% | +127.6% | +65.2% |
| All | +222.6% | +92.9% | +129.6% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling