+248.8%
XLF vs UMC
+1,863.6%
-1,614.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.3% |
| 7D | -1.5% | +9.0% | -10.5% | -2.8% |
| 30D | -1.2% | +17.2% | -18.4% | -3.6% |
| 3M | +9.2% | +11.4% | -2.2% | +5.8% |
| 6M | +16.3% | +137.5% | -121.2% | -2.1% |
| YTD | +5.4% | +193.1% | -187.7% | -15.7% |
| 1Y | +7.6% | +240.3% | -232.7% | -16.6% |
| 3Y | +74.2% | +262.2% | -188.0% | +30.9% |
| 5Y | +66.1% | +143.1% | -77.0% | +30.7% |
| All | +248.8% | +1,863.6% | -1,614.7% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling