+255.6%
UAL vs SRE
+559.5%
-303.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +3.5% |
| 7D | +8.2% | -9.2% | +17.3% | +15.6% |
| 30D | +2.3% | -1.9% | +4.2% | +3.4% |
| 3M | -12.7% | -6.5% | -6.1% | -9.2% |
| 6M | +12.7% | -15.2% | +27.9% | +25.0% |
| YTD | +0.8% | -9.5% | +10.3% | +5.7% |
| 1Y | +17.8% | -13.2% | +31.0% | +27.2% |
| 3Y | +206.7% | +19.5% | +187.2% | +151.2% |
| 5Y | +113.9% | +43.6% | +70.3% | +48.7% |
| 10Y | +97.0% | +109.9% | -12.9% | -4.2% |
| All | +255.6% | +559.5% | -303.9% | -42.9% |
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