+372.3%
SE vs UAL
+100.9%
+271.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | 0.0% | +12.5% | -12.4% | -3.2% |
| 30D | -19.4% | +12.2% | -31.6% | -22.1% |
| 3M | -33.1% | -2.6% | -30.5% | -32.8% |
| 6M | -11.4% | +21.1% | -32.5% | -16.9% |
| YTD | -39.8% | +7.8% | -47.6% | -42.3% |
| 1Y | -50.5% | +25.4% | -75.9% | -54.6% |
| 3Y | +68.9% | +217.3% | -148.5% | +14.6% |
| 5Y | -77.1% | +132.9% | -210.0% | -83.5% |
| All | +372.3% | +100.9% | +271.4% | +260.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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