+141.6%
RSP vs XLC
+142.6%
-1.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.7% |
| 7D | -0.4% | +0.6% | -1.0% | -0.8% |
| 30D | -1.5% | +0.2% | -1.8% | -1.8% |
| 3M | +4.8% | +0.6% | +4.1% | +4.0% |
| 6M | +10.3% | -4.5% | +14.8% | +13.3% |
| YTD | +14.1% | -4.7% | +18.8% | +17.2% |
| 1Y | +17.0% | -1.7% | +18.7% | +17.6% |
| 3Y | +54.2% | +72.3% | -18.1% | +3.8% |
| 5Y | +51.5% | +37.8% | +13.7% | +19.1% |
| All | +141.6% | +142.6% | -1.0% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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