+83.6%
XLK vs UMAC
+488.3%
-404.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.3% |
| 7D | -0.4% | -4.0% | +3.6% | -0.3% |
| 30D | -0.5% | -9.4% | +8.9% | -0.3% |
| 3M | +5.0% | +3.0% | +2.0% | +4.2% |
| 6M | +32.9% | +27.2% | +5.7% | +29.6% |
| YTD | +29.0% | +84.7% | -55.7% | +24.0% |
| 1Y | +37.8% | +136.5% | -98.6% | +31.1% |
| All | +83.6% | +488.3% | -404.6% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling