+66.7%
RSP vs XLI
+72.7%
-6.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.8% | -1.6% | -0.4% |
| 7D | +0.4% | -0.5% | +0.9% | +0.7% |
| 30D | +3.7% | -0.2% | +3.9% | +3.8% |
| 3M | +0.8% | -8.6% | +9.3% | +7.3% |
| 6M | +9.1% | -2.0% | +11.1% | +9.9% |
| YTD | +16.7% | +9.7% | +7.0% | +6.9% |
| 1Y | +19.7% | +11.4% | +8.3% | +8.2% |
| 3Y | +66.7% | +74.2% | -7.5% | -1.0% |
| All | +66.7% | +72.7% | -6.0% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling