+148.7%
XLK vs UMC
+143.5%
+5.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.0% | +0.5% |
| 7D | +0.2% | +9.0% | -8.8% | -2.9% |
| 30D | -0.6% | +17.2% | -17.9% | -6.5% |
| 3M | +2.6% | +11.4% | -8.8% | -3.9% |
| 6M | +34.0% | +137.5% | -103.5% | -8.6% |
| YTD | +30.7% | +193.1% | -162.4% | -21.3% |
| 1Y | +39.2% | +240.3% | -201.1% | -22.3% |
| 3Y | +120.4% | +262.2% | -141.8% | +16.0% |
| All | +148.7% | +143.5% | +5.2% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling