+279.7%
UAL vs SRE
+564.6%
-284.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.2% |
| 7D | +10.2% | -8.4% | +18.6% | +17.1% |
| 30D | +12.0% | -3.2% | +15.2% | +14.3% |
| 3M | -7.1% | -5.3% | -1.8% | -4.3% |
| 6M | +20.9% | -12.6% | +33.5% | +31.2% |
| YTD | +7.7% | -8.8% | +16.4% | +12.3% |
| 1Y | +23.6% | -13.4% | +37.0% | +33.7% |
| 3Y | +222.6% | +24.4% | +198.2% | +156.5% |
| 5Y | +127.9% | +47.3% | +80.6% | +55.5% |
| 10Y | +100.2% | +116.7% | -16.5% | -4.9% |
| All | +279.7% | +564.6% | -284.9% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling