+104.2%
UAL vs SRE
+118.9%
-14.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -1.1% | +1.5% | -2.6% | -2.0% |
| 30D | -13.4% | +0.8% | -14.3% | -14.3% |
| 3M | -2.3% | -5.8% | +3.5% | +0.5% |
| 6M | +13.3% | -7.8% | +21.1% | +17.7% |
| YTD | -4.2% | -2.4% | -1.9% | -4.4% |
| 1Y | +1.4% | +8.9% | -7.5% | -5.7% |
| 3Y | +125.8% | +31.1% | +94.7% | +80.5% |
| 5Y | +130.0% | +48.6% | +81.4% | +67.1% |
| 10Y | +104.2% | +126.1% | -21.9% | +39.1% |
| All | +104.2% | +118.9% | -14.7% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling