+34.1%
XLP vs UMC
+118.0%
-84.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -1.0% |
| 7D | -1.0% | +5.0% | -6.0% | -1.2% |
| 30D | -0.9% | +7.7% | -8.6% | -1.2% |
| 3M | +3.8% | +1.7% | +2.1% | +3.0% |
| 6M | -1.7% | +113.9% | -115.7% | -7.9% |
| YTD | +10.3% | +168.9% | -158.6% | +1.0% |
| 1Y | +7.8% | +207.2% | -199.4% | -2.6% |
| 3Y | +27.2% | +227.7% | -200.5% | +12.7% |
| All | +34.1% | +118.0% | -84.0% | +17.9% |
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