섹터 벤치마크 비교 계산기
이 무료 계산기로 포트폴리오 섹터 가중치를 S&P 500 벤치마크와 비교하세요: 모든 GICS 섹터에서 오버웨이트 또는 언더웨이트를 즉시 확인할 수 있습니다.
섹터
델타
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작동 방식
Enter your portfolio's percentage allocation for each of the 11 GICS sectors. The tool compares your weights against the S&P 500 benchmark weights, which are pre-filled for reference. Leave a sector at 0% if you have no exposure there. Enter your portfolio technology weight at 35% versus S&P 500 benchmark near 30% to see a +5% overweight delta flagged as significant active bet on tech. Weights should sum to 100% for meaningful comparison though the tool still computes deltas if your total differs slightly from full deployment. Use end of month positions or target policy weights depending on whether you audit actual drift or planned allocation.
For each sector, the tool computes the delta (portfolio minus benchmark) and classifies it as overweight, underweight, or neutral. It then calculates your active share: a single number quantifying how much your portfolio deviates from the benchmark. Active share summarizes total deviation: a score of 25 means your sector weights differ moderately from the benchmark on average. Review both largest overweight and underweight sectors when rebalancing. A high active share with concentrated overweights in one sector differs from high active share spread across many sector bets. Pair results with Portfolio Rebalancer when trimming intentional tilts back toward policy weights. Document whether overweights reflect conviction views or accidental drift from winners running up inside a buy and hold portfolio.
and underweight sectors when rebalancing. A high active share with concentrated overweights in one sector differs from high active share spread across many sector bets. Pair results with Portfolio Rebalancer when trimming intentional tilts back toward policy weights. Document whether overweights reflect conviction views or accidental drift from winners running up inside a buy and hold portfolio.
입력값이 변경될 때마다 섹터 벤치마크 비교기을(를) 사용하세요: 시장 변동, 새로운 기여금 또는 수정된 개인 가정 후. 소프트웨어 설치 없이 빠른 재실행을 위해 페이지를 북마크하세요.
단계별 안내
- 섹터 벤치마크 비교기을(를) 열고 현재 입력값을 입력하세요.
- 계산된 출력과 요약 테이블을 검토하세요.
- 가정을 조정하고 시나리오를 나란히 비교하세요.
실전 예제
Example scenario for Sector Benchmark Comparator: 0%, 35%, 30%. Enter those values above to reproduce the walkthrough described in How it works.
한 번에 하나의 입력을 조정하여 민감도를 확인하세요. 섹터 벤치마크 비교기은(는) 즉시 업데이트되므로 행동하기 전에 낙관적 및 보수적 가정을 스트레스 테스트할 수 있습니다.
이 계산기를 사용할 때
Reach for Sector Benchmark Comparator when compare your portfolio sector weights against s&p 500 benchmark allocations: see where you're over or underweight.. It suits quick what if analysis before trades, allocation changes, or plan updates.
결정이 세금, 유동성 또는 하나의 공식이 포착하는 것 이상의 다년 전망을 포괄할 때 관련 도구와 함께 사용하세요.
흔한 실수
입력 단위나 오래된 시장 가격을 확인하지 않고 출력을 복사하는 것은 섹터 벤치마크 비교기에서 흔한 오류입니다. 행동하기 전에 티커, 백분율 및 날짜를 확인하세요.
단일 기준 시나리오만 실행하면 꼬리 위험을 무시합니다. 보수적 입력으로 스트레스 테스트하고 결정이 중요할 때 아래 나열된 관련 도구와 비교하세요.
공식
Weighted Return = Σ(wi × ri)
Tracking Error = σ(Rp − Rb)
Information Ratio = (Rp − Rb) / Tracking Error
where wi = sector weight, ri = sector return,
Rp = portfolio return, Rb = benchmark return
Compare your sector allocations against any benchmark (S&P 500, MSCI World, etc.). Tracking error quantifies how much your portfolio deviates from the benchmark. Information ratio measures excess return per unit of deviation. Benchmark defaults approximate S&P 500 GICS weights. Custom benchmarks require manual weight entry in future versions. Active share equals half the sum of absolute sector deltas.
제한 사항 및 가정
Compare your sector allocations against any benchmark (S&P 500, MSCI World, etc.). Tracking error quantifies how much your portfolio deviates from the benchmark. Information ratio measures excess return per unit of deviation. Benchmark defaults approximate S&P 500 GICS weights. Custom benchmarks require manual weight entry in future versions. Active share equals half the sum of absolute sector deltas. Sector Benchmark Comparator does not replace personalized advice. Fees, slippage, account specific rules, and behavioral constraints may change real world outcomes.
주요 용어
- What is a sector benchmark comparator
- A sector benchmark comparator shows how your portfolio's sector weights compare to a benchmark index like the S&P 500.
- What is Active Share and how is it calculated
- Active share measures how much your portfolio differs from the benchmark.
- 모델 가정
- A delta above +2% means your portfolio is overweight in that sector relative to the benchmark.
대안 비교
Related portfolio tools: ETF Overlap Detector, Portfolio Temperature, Yield on Cost Tracker, Portfolio Rebalancer on portfolios. Use those calculators when sector benchmark comparator alone does not capture the full decision.
portfolios.tools의 내부 링크는 계산기 체인을 도와줍니다: 먼저 섹터 벤치마크 비교기을(를) 실행한 다음, 아래 관련 섹션의 전문 도구로 엣지 케이스를 검증하세요.
FAQ
What is a sector benchmark comparator?
A sector benchmark comparator shows how your portfolio's sector weights compare to a benchmark index like the S&P 500. By entering your portfolio's allocation across 11 GICS sectors, you can instantly see where you are overweight or underweight. GICS sector weights in the tool approximate current S&P 500 breakdown. Technology and financials typically dominate US large cap indices. Sector weights change slowly with market moves even without trades, so refresh comparison quarterly or after large contributions.
What is Active Share and how is it calculated?
Active share measures how much your portfolio differs from the benchmark. It is calculated as half the sum of absolute deltas across all sectors. The score ranges from 0 (exactly matching the benchmark) to 100 (completely different). Active share of zero means perfect benchmark replication at sector level. Scores above 60 indicate highly concentrated non benchmark portfolios. Active share at sector level differs from stock level active share used in mutual fund literature, but the intuition is similar.
How do I interpret the delta values?
A delta above +2% means your portfolio is overweight in that sector relative to the benchmark. A delta below −2% means you are underweight. Deltas between −2% and +2% are considered neutral (close to the benchmark weighting). Deltas beyond plus or minus 2 percent signal deliberate overweight or underweight versus cap weighted US equities. Small deltas near zero may still matter in low margin sectors like utilities when income stability is the goal.
What is a good active share score?
An active share of 0 means your portfolio perfectly mirrors the benchmark. A score of 20, 40 is typical for diversified active funds. A score above 60 indicates a highly concentrated or non benchmark aware portfolio. Factor investors may overweight sectors intentionally. This tool quantifies how far those tilts deviate from passive benchmark. There is no universal good score: index investors want low active share while thematic investors accept high scores by design.
Are the benchmark weights accurate?
The benchmark weights in this tool approximate the S&P 500 GICS sector breakdown. These weights drift slowly over time due to market movements. The current defaults are reasonable approximations for comparing your portfolio against the US large cap market. Benchmark weights drift with market performance even without trades. Refresh comparisons quarterly. Custom benchmark entry is not modeled here: mentally substitute weights if you compare against MSCI World or NASDAQ 100 instead. When tech rallies, benchmark tech weight rises even if you hold no shares, making your relative underweight look larger without any sale on your part.
이 섹터 벤치마크 비교 계산기를 휴대폰이나 태블릿에서 어떻게 사용하나요?
예. 이 도구는 데스크톱과 동일한 공식으로 모바일 브라우저에서 완전히 실행됩니다. 선택적 localStorage는 브라우저 설정에서 활성화된 경우 기기에 입력값을 기억할 수 있습니다.
섹터 벤치마크 비교기을(를) 사용할 때 내 데이터는 어디에 저장되나요?
당사 서버 어디에도 없습니다. 계산은 브라우저에서 로컬로 실행됩니다. 선택적 localStorage는 기기에서만 양식 필드를 저장하며 네트워크를 통해 포트폴리오 번호를 전송하지 않습니다.
세금 또는 법적 결정에 섹터 벤치마크 비교기에 의존해야 하나요?
아니요. 이 도구는 교육용 수학만 제공합니다. 세법, 계좌 규칙 및 개인 상황은 다양합니다. 중대한 결과를 초래하는 거래 전에 자격을 갖춘 세무 또는 법률 전문가와 상담하세요.
관련 도구
Related portfolio tools: ETF Overlap Detector, Portfolio Temperature, Yield on Cost Tracker, Portfolio Rebalancer on portfolios.tools. Detect ETF overlap with ETF Overlap Detector. Rebalance sector bets with Portfolio Rebalancer. Monitor heat with Portfolio Temperature tool.