+54.7%
RSP vs XLC
+72.9%
-18.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.2% |
| 7D | -0.8% | -0.8% | +0.1% | -0.3% |
| 30D | -0.3% | +1.0% | -1.4% | -1.0% |
| 3M | +4.3% | -0.7% | +5.0% | +4.5% |
| 6M | +8.8% | -5.1% | +14.0% | +12.0% |
| YTD | +15.3% | -4.3% | +19.5% | +17.9% |
| 1Y | +18.3% | -0.6% | +18.8% | +18.0% |
| All | +54.7% | +72.9% | -18.2% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling