-77.8%
SE vs UAL
+129.5%
-207.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.8% | -2.9% |
| 7D | -7.7% | +2.3% | -10.0% | -8.6% |
| 30D | -22.8% | +13.3% | -36.2% | -27.2% |
| 3M | -43.7% | -6.3% | -37.5% | -42.5% |
| 6M | -12.8% | +22.5% | -35.3% | -21.8% |
| YTD | -42.0% | +5.9% | -47.9% | -45.6% |
| 1Y | -48.0% | +24.7% | -72.7% | -55.0% |
| 3Y | +62.7% | +211.6% | -148.9% | -24.6% |
| 5Y | -77.8% | +130.6% | -208.4% | -89.3% |
| All | -77.8% | +129.5% | -207.3% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling