+20.7%
XLK vs UMC
+112.5%
-91.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -7.6% | -14.7% | +7.1% | -4.4% |
| 30D | -12.2% | -32.9% | +20.7% | -4.6% |
| 3M | -5.5% | -22.2% | +16.7% | -0.9% |
| 6M | +9.2% | +25.9% | -16.7% | +6.2% |
| YTD | +23.0% | +107.9% | -84.9% | +10.2% |
| 1Y | +20.7% | +115.0% | -94.3% | +6.3% |
| All | +20.7% | +112.5% | -91.8% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling