+43.4%
XLK vs UMC
+209.4%
-166.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | -0.3% |
| 7D | +0.9% | +5.0% | -4.1% | -0.2% |
| 30D | +0.7% | +7.7% | -6.9% | -1.0% |
| 3M | -2.9% | +1.7% | -4.6% | -4.2% |
| 6M | +34.3% | +113.9% | -79.7% | +17.7% |
| YTD | +30.4% | +168.9% | -138.5% | +7.4% |
| 1Y | +43.4% | +207.2% | -163.8% | +15.0% |
| All | +43.4% | +209.4% | -166.1% | +15.0% |
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 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