-78.0%
SE vs UAL
+109.3%
-187.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.7% |
| 7D | +2.0% | +8.2% | -6.1% | -1.4% |
| 30D | -20.0% | +2.3% | -22.3% | -21.1% |
| 3M | -31.8% | -12.7% | -19.1% | -28.1% |
| 6M | -15.9% | +12.7% | -28.6% | -21.7% |
| YTD | -40.6% | +0.8% | -41.5% | -43.1% |
| 1Y | -50.7% | +17.8% | -68.5% | -56.3% |
| 3Y | +70.3% | +206.7% | -136.4% | -21.1% |
| All | -78.0% | +109.3% | -187.3% | -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