+52.1%
XLF vs UMAC
+473.8%
-421.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.1% | +0.7% |
| 7D | -1.5% | -3.4% | +1.9% | -1.4% |
| 30D | -1.2% | -15.1% | +13.9% | -1.0% |
| 3M | +9.2% | -10.8% | +19.9% | +9.1% |
| 6M | +16.3% | +15.7% | +0.7% | +15.1% |
| YTD | +5.4% | +80.1% | -74.7% | +3.3% |
| 1Y | +7.6% | +116.7% | -109.1% | +4.8% |
| All | +52.1% | +473.8% | -421.7% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 5y: compounded portfolio wealth divided by compounded UMAC 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…
5y analysis · Full analysis span regression · 6 months rolling