+819.4%
XLI vs UMC
+292.9%
+526.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -2.3% |
| 7D | -0.6% | +13.6% | -14.2% | -3.2% |
| 30D | -6.9% | +20.8% | -27.7% | -10.7% |
| 3M | -1.9% | +16.1% | -18.1% | -6.6% |
| 6M | +1.0% | +137.3% | -136.3% | -18.1% |
| YTD | +11.3% | +193.8% | -182.4% | -14.7% |
| 1Y | +15.8% | +236.1% | -220.3% | -14.0% |
| 3Y | +69.8% | +267.1% | -197.3% | +21.8% |
| 5Y | +80.9% | +145.3% | -64.4% | +37.9% |
| 10Y | +257.2% | +1,857.3% | -1,600.1% | +60.0% |
| All | +819.4% | +292.9% | +526.5% | +289.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling