+20.7%
XLK vs RSG
+19.5%
+1.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | +0.7% |
| 7D | -7.6% | +5.1% | -12.7% | -4.2% |
| 30D | -12.2% | +15.3% | -27.5% | -3.1% |
| 3M | -5.5% | +18.6% | -24.0% | +6.4% |
| 6M | +9.2% | +19.5% | -10.4% | +23.9% |
| YTD | +23.0% | +17.2% | +5.8% | +40.1% |
| 1Y | +20.7% | +19.6% | +1.2% | +38.9% |
| All | +20.7% | +19.5% | +1.2% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling