+48.7%
RSP vs XLI
+70.1%
-21.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.8% | -1.6% | -0.9% |
| 7D | +0.4% | -0.5% | +0.9% | +0.7% |
| 30D | +3.7% | -0.2% | +3.9% | +3.7% |
| 3M | +0.8% | -8.6% | +9.3% | +8.2% |
| 6M | +9.1% | -2.0% | +11.1% | +10.1% |
| YTD | +16.7% | +9.7% | +7.0% | +6.1% |
| 1Y | +19.7% | +11.4% | +8.3% | +7.2% |
| 3Y | +66.7% | +74.2% | -7.5% | -2.2% |
| 5Y | +48.7% | +70.0% | -21.3% | -11.1% |
| All | +48.7% | +70.1% | -21.4% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling