+251.3%
UAL vs SRE
+603.1%
-351.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +3.0% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | -16.1% | -0.7% | -15.4% | -16.1% |
| 3M | +6.1% | -6.3% | +12.4% | +10.3% |
| 6M | +10.8% | -10.7% | +21.5% | +18.7% |
| YTD | -0.4% | -3.5% | +3.1% | +0.1% |
| 1Y | +5.0% | +5.3% | -0.3% | -1.4% |
| 3Y | +124.0% | +31.8% | +92.2% | +70.7% |
| 5Y | +141.0% | +47.4% | +93.6% | +64.6% |
| 10Y | +118.0% | +120.6% | -2.6% | +2.3% |
| All | +251.3% | +603.1% | -351.8% | -45.9% |
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