+16.2%
RSP vs XLI
+15.2%
+1.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.2% |
| 7D | -1.8% | -0.6% | -1.2% | -1.5% |
| 30D | -2.5% | -6.9% | +4.4% | +1.2% |
| 3M | +3.0% | -1.9% | +4.9% | +3.7% |
| 6M | +8.9% | +1.0% | +7.9% | +7.5% |
| YTD | +13.0% | +11.3% | +1.6% | +4.1% |
| 1Y | +16.2% | +15.8% | +0.4% | +3.8% |
| All | +16.2% | +15.2% | +1.0% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 1y: compounded portfolio wealth divided by compounded XLI 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…
1y analysis · Full analysis span regression · 6 months rolling