Sector Excess Returns — Industry Rotation Across 4 Equity Markets

Track sector-level excess returns and industry rotation across four markets — the United States, China, Japan and Hong Kong. Daily relative performance vs market, rolling 21-day momentum, and intra-sector dispersion to identify rotation patterns.

What this page shows

• Per-sector daily excess return vs market benchmark
• Rolling 21-day and 63-day sector momentum
• Sector dispersion — within-sector return spread
• Top contributors and detractors per sector
• Sector-level beta and concentration metrics

Methodology

Sector classifications use GICS where available, with market-specific fallbacks for non-US listings. See sector rotation and beta tilts and factor attribution.

Related pages

Disclaimer: SurgeFlow is open data and statistical research, not a financial service, broker-dealer, or investment advisor. Nothing on this page is investment advice. SurgeFlow is free; we ask users to donate to UNHCR.