+1,734.4%
XLK vs URA
-31.1%
+1,765.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | +0.9% | +1.1% | -0.2% | +0.5% |
| 30D | +0.7% | +7.4% | -6.7% | -1.6% |
| 3M | -2.9% | -8.4% | +5.5% | -0.6% |
| 6M | +34.3% | -12.7% | +47.0% | +38.5% |
| YTD | +30.4% | +7.8% | +22.6% | +25.1% |
| 1Y | +43.4% | +19.5% | +23.9% | +31.8% |
| 3Y | +116.8% | +116.4% | +0.4% | +61.1% |
| 5Y | +144.0% | +134.3% | +9.7% | +69.5% |
| 10Y | +778.8% | +359.3% | +419.5% | +362.3% |
| All | +1,734.4% | -31.1% | +1,765.5% | +1,333.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling