-78.0%
SE vs UAL
+117.7%
-195.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.9% |
| 7D | -0.5% | -3.0% | +2.6% | +0.6% |
| 30D | -20.9% | +10.5% | -31.4% | -24.6% |
| 3M | -38.9% | -13.5% | -25.4% | -35.5% |
| 6M | -19.4% | +14.2% | -33.6% | -25.6% |
| YTD | -40.9% | -2.2% | -38.7% | -42.8% |
| 1Y | -46.2% | +12.5% | -58.7% | -51.4% |
| 3Y | +63.7% | +186.8% | -123.1% | -21.7% |
| All | -78.0% | +117.7% | -195.8% | -89.1% |
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