+20.7%
XLK vs UMAC
+2.9%
+17.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.9% | +10.9% | +1.0% |
| 7D | -7.6% | -26.0% | +18.5% | -5.1% |
| 30D | -12.2% | -40.3% | +28.2% | -8.2% |
| 3M | -5.5% | -51.1% | +45.7% | -0.3% |
| 6M | +9.2% | -5.6% | +14.8% | +7.3% |
| YTD | +23.0% | +2.3% | +20.8% | +16.1% |
| 1Y | +20.7% | +7.9% | +12.8% | +12.3% |
| All | +20.7% | +2.9% | +17.8% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling