+788.5%
XLK vs RSP
+211.6%
+576.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.5% |
| 7D | +0.2% | -1.9% | +2.1% | +2.2% |
| 30D | -0.6% | -2.8% | +2.2% | +2.3% |
| 3M | +2.6% | +2.8% | -0.3% | -0.5% |
| 6M | +34.0% | +10.2% | +23.8% | +21.1% |
| YTD | +30.7% | +13.1% | +17.6% | +14.9% |
| 1Y | +39.2% | +14.8% | +24.4% | +20.5% |
| 3Y | +120.4% | +52.6% | +67.8% | +42.4% |
| 5Y | +148.8% | +51.6% | +97.2% | +64.0% |
| All | +788.5% | +211.6% | +576.8% | +201.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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