+54.2%
RSP vs XLF
+75.4%
-21.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.1% |
| 7D | -0.4% | +0.2% | -0.6% | -0.5% |
| 30D | -1.5% | -0.5% | -1.0% | -1.2% |
| 3M | +4.8% | +10.6% | -5.8% | -2.7% |
| 6M | +10.3% | +14.3% | -4.0% | -0.1% |
| YTD | +14.1% | +5.5% | +8.5% | +9.4% |
| 1Y | +17.0% | +9.6% | +7.4% | +8.9% |
| 3Y | +54.2% | +75.2% | -21.0% | -4.6% |
| All | +54.2% | +75.4% | -21.2% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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