+148.7%
XLK vs URA
+91.2%
+57.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +2.4% |
| 7D | +0.2% | -5.5% | +5.7% | +1.9% |
| 30D | -0.6% | -3.7% | +3.1% | +0.3% |
| 3M | +2.6% | -2.9% | +5.5% | +3.1% |
| 6M | +34.0% | -15.2% | +49.2% | +39.4% |
| YTD | +30.7% | +1.9% | +28.8% | +27.3% |
| 1Y | +39.2% | +6.9% | +32.3% | +31.8% |
| 3Y | +120.4% | +99.6% | +20.8% | +64.4% |
| All | +148.7% | +91.2% | +57.5% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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