+1,142.9%
RSP vs XLI
+1,116.8%
+26.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +0.7% | -1.5% | +2.3% | +2.0% |
| 30D | +3.7% | -0.3% | +4.0% | +3.8% |
| 3M | +0.7% | -8.4% | +9.0% | +8.5% |
| 6M | +9.0% | -2.1% | +11.1% | +10.3% |
| YTD | +16.7% | +9.6% | +7.0% | +5.9% |
| 1Y | +19.0% | +10.7% | +8.3% | +7.0% |
| 3Y | +64.7% | +71.6% | -6.8% | -1.3% |
| 5Y | +49.6% | +70.8% | -21.2% | -10.1% |
| 10Y | +213.2% | +228.0% | -14.8% | +0.9% |
| All | +1,142.9% | +1,116.8% | +26.2% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling