-68.1%
SE vs UAL
+142.0%
-210.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -2.0% |
| 7D | -6.1% | +0.7% | -6.8% | -6.4% |
| 30D | -2.5% | -16.1% | +13.7% | +5.0% |
| 3M | +21.7% | +6.1% | +15.6% | +17.8% |
| 6M | +27.0% | +10.8% | +16.2% | +18.9% |
| YTD | -12.1% | -0.4% | -11.7% | -14.7% |
| 1Y | -40.9% | +5.0% | -45.9% | -44.7% |
| 3Y | +191.0% | +124.0% | +67.0% | +70.1% |
| All | -68.1% | +142.0% | -210.1% | -83.9% |
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