+1,127.7%
RSP vs XLI
+1,160.5%
-32.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | -0.8% | -1.1% | +0.3% | +0.2% |
| 30D | -0.3% | -5.9% | +5.6% | +5.2% |
| 3M | +4.3% | -0.3% | +4.5% | +4.0% |
| 6M | +8.8% | +0.1% | +8.7% | +7.8% |
| YTD | +15.3% | +13.6% | +1.7% | +1.6% |
| 1Y | +18.3% | +17.2% | +1.1% | +1.2% |
| 3Y | +52.8% | +68.2% | -15.4% | -6.6% |
| 5Y | +51.7% | +80.7% | -29.0% | -13.2% |
| 10Y | +208.5% | +253.3% | -44.8% | -7.0% |
| All | +1,127.7% | +1,160.5% | -32.8% | +8.5% |
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