+25.2%
UAL vs SRE
-13.6%
+38.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.7% |
| 7D | +10.2% | -8.4% | +18.6% | +10.9% |
| 30D | +12.0% | -3.2% | +15.2% | +12.2% |
| 3M | -7.1% | -5.3% | -1.8% | -7.1% |
| 6M | +20.9% | -12.6% | +33.5% | +22.1% |
| YTD | +7.7% | -8.8% | +16.4% | +9.3% |
| All | +25.2% | -13.6% | +38.8% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling