+14.7%
XLF vs UMC
+112.5%
-97.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +3.5% |
| 7D | +5.5% | -14.7% | +20.1% | +5.1% |
| 30D | +9.9% | -32.9% | +42.7% | +9.1% |
| 3M | +2.6% | -22.2% | +24.8% | +2.2% |
| 6M | +15.6% | +25.9% | -10.3% | +15.2% |
| YTD | +9.4% | +107.9% | -98.5% | +10.8% |
| 1Y | +14.7% | +115.0% | -100.3% | +15.5% |
| All | +14.7% | +112.5% | -97.8% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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