+120.4%
XLK vs RSG
+57.7%
+62.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.4% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -0.6% | +4.0% | -4.6% | -0.4% |
| 3M | +2.6% | +7.4% | -4.8% | +2.7% |
| 6M | +34.0% | +0.1% | +33.9% | +35.6% |
| YTD | +30.7% | +6.0% | +24.7% | +30.6% |
| 1Y | +39.2% | -3.0% | +42.2% | +42.4% |
| 3Y | +120.4% | +56.5% | +63.9% | +100.3% |
| All | +120.4% | +57.7% | +62.7% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling