-1.6%
XLY vs UMC
+78.4%
-80.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -16.7% | +12.9% | -2.9% |
| 7D | +1.2% | -25.8% | +27.1% | +2.7% |
| 30D | +5.3% | -42.3% | +47.6% | +8.1% |
| 3M | -0.6% | -30.6% | +30.0% | +1.0% |
| 6M | +0.1% | -2.8% | +2.9% | -1.1% |
| YTD | -0.9% | +73.2% | -74.1% | -5.3% |
| 1Y | -1.6% | +75.5% | -77.1% | -6.6% |
| All | -1.6% | +78.4% | -80.0% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling