+145.6%
XLK vs RSP
+48.7%
+96.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.6% |
| 7D | -0.4% | -3.1% | +2.7% | +3.4% |
| 30D | -0.5% | -3.4% | +2.9% | +3.6% |
| 3M | +5.0% | +3.6% | +1.4% | +0.5% |
| 6M | +32.9% | +9.0% | +23.9% | +20.0% |
| YTD | +29.0% | +12.2% | +16.8% | +12.5% |
| 1Y | +37.8% | +15.6% | +22.3% | +16.1% |
| 3Y | +118.7% | +51.6% | +67.0% | +33.5% |
| 5Y | +145.6% | +50.4% | +95.1% | +53.8% |
| All | +145.6% | +48.7% | +96.8% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling