+866.6%
XLK vs UMC
+283.0%
+583.6%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.7% |
| 7D | -0.4% | +11.4% | -11.8% | -3.6% |
| 30D | -0.5% | +16.8% | -17.3% | -5.2% |
| 3M | +5.0% | +19.1% | -14.1% | -2.1% |
| 6M | +32.9% | +137.4% | -104.6% | -0.2% |
| YTD | +29.0% | +186.4% | -157.4% | -9.9% |
| 1Y | +37.8% | +229.1% | -191.2% | -7.7% |
| 3Y | +118.7% | +257.9% | -139.2% | +41.1% |
| 5Y | +145.6% | +137.5% | +8.0% | +75.4% |
| 10Y | +791.5% | +1,808.2% | -1,016.7% | +216.2% |
| All | +866.6% | +283.0% | +583.6% | +237.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling