-50.5%
SE vs UAL
+21.5%
-72.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | 0.0% | +12.5% | -12.4% | -3.0% |
| 30D | -19.4% | +12.2% | -31.6% | -21.9% |
| 3M | -33.1% | -2.6% | -30.5% | -32.8% |
| 6M | -11.4% | +21.1% | -32.5% | -16.0% |
| YTD | -39.8% | +7.8% | -47.6% | -42.2% |
| 1Y | -50.5% | +25.4% | -75.9% | -54.5% |
| All | -50.5% | +21.5% | -72.0% | -54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling