+42.0%
XLP vs UMC
+64.2%
-22.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -1.4% |
| 7D | +0.7% | -17.0% | +17.7% | +1.2% |
| 30D | +10.3% | -40.6% | +50.8% | +11.7% |
| 3M | +6.5% | -27.9% | +34.4% | +7.1% |
| 6M | +8.4% | -7.5% | +15.8% | +5.9% |
| YTD | +18.2% | +79.3% | -61.1% | +8.9% |
| 1Y | +22.4% | +92.8% | -70.4% | +12.0% |
| 3Y | +41.9% | +108.2% | -66.3% | +27.1% |
| All | +42.0% | +64.2% | -22.2% | +26.3% |
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