+1,127.7%
RSP vs XLF
+388.1%
+739.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -0.3% | +0.2% | -0.5% | -0.5% |
| 3M | +4.3% | +11.7% | -7.4% | -2.7% |
| 6M | +8.8% | +13.8% | -5.0% | +0.4% |
| YTD | +15.3% | +7.0% | +8.3% | +10.2% |
| 1Y | +18.3% | +9.1% | +9.1% | +11.7% |
| 3Y | +52.8% | +75.6% | -22.8% | +7.7% |
| 5Y | +51.7% | +66.4% | -14.7% | +10.4% |
| 10Y | +208.5% | +250.3% | -41.8% | +43.1% |
| All | +1,127.7% | +388.1% | +739.6% | +279.1% |
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