+1,142.9%
RSP vs XLF
+391.4%
+751.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | +0.7% | +1.9% | -1.2% | -0.4% |
| 30D | +3.7% | +6.5% | -2.8% | -0.3% |
| 3M | +0.7% | +1.2% | -0.5% | -0.1% |
| 6M | +9.0% | +14.6% | -5.5% | +0.1% |
| YTD | +16.7% | +7.7% | +9.0% | +11.1% |
| 1Y | +19.0% | +11.8% | +7.2% | +10.7% |
| 3Y | +64.7% | +80.1% | -15.4% | +14.3% |
| 5Y | +49.6% | +59.0% | -9.4% | +11.9% |
| 10Y | +213.2% | +224.2% | -11.0% | +51.9% |
| All | +1,142.9% | +391.4% | +751.5% | +282.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling