+64.3%
XLF vs UMC
+143.5%
-79.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.4% |
| 7D | -1.5% | +9.0% | -10.5% | -2.6% |
| 30D | -1.2% | +17.2% | -18.4% | -3.3% |
| 3M | +9.2% | +11.4% | -2.2% | +5.9% |
| 6M | +16.3% | +137.5% | -121.2% | -2.5% |
| YTD | +5.4% | +193.1% | -187.7% | -16.9% |
| 1Y | +7.6% | +240.3% | -232.7% | -18.4% |
| 3Y | +74.2% | +262.2% | -188.0% | +26.3% |
| All | +64.3% | +143.5% | -79.3% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling