+1,475.9%
XLK vs RSG
+3,137.4%
-1,661.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.1% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -0.6% | +4.0% | -4.6% | -1.9% |
| 3M | +2.6% | +7.4% | -4.8% | -0.3% |
| 6M | +34.0% | +0.1% | +33.9% | +32.6% |
| YTD | +30.7% | +6.0% | +24.7% | +26.7% |
| 1Y | +39.2% | -3.0% | +42.2% | +38.6% |
| 3Y | +120.4% | +56.5% | +63.9% | +85.8% |
| 5Y | +148.8% | +90.9% | +57.9% | +95.8% |
| 10Y | +803.3% | +428.7% | +374.6% | +425.0% |
| All | +1,475.9% | +3,137.4% | -1,661.6% | +522.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling