+1,569.9%
XLK vs URA
-52.4%
+1,622.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.5% |
| 7D | +3.4% | -1.5% | +4.9% | +3.8% |
| 30D | -10.6% | -10.4% | -0.2% | -7.4% |
| 3M | -10.6% | -29.6% | +19.0% | -0.8% |
| 6M | -3.5% | -40.3% | +36.8% | +12.3% |
| YTD | +18.7% | -25.5% | +44.2% | +27.4% |
| 1Y | +19.4% | -26.4% | +45.9% | +28.4% |
| 3Y | +94.5% | +31.4% | +63.0% | +68.6% |
| 5Y | +111.2% | +28.6% | +82.6% | +77.9% |
| 10Y | +707.2% | +260.9% | +446.3% | +359.2% |
| All | +1,569.9% | -52.4% | +1,622.2% | +1,359.8% |
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