+248.8%
XLF vs RSG
+428.9%
-180.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.2% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -1.2% | +4.0% | -5.1% | -3.6% |
| 3M | +9.2% | +7.4% | +1.8% | +3.8% |
| 6M | +16.3% | +0.1% | +16.2% | +15.1% |
| YTD | +5.4% | +6.0% | -0.6% | 0.0% |
| 1Y | +7.6% | -3.0% | +10.6% | +8.2% |
| 3Y | +74.2% | +56.5% | +17.7% | +21.4% |
| 5Y | +66.1% | +90.9% | -24.8% | -3.5% |
| All | +248.8% | +428.9% | -180.1% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling