+213.4%
RSP vs XLP
+126.4%
+87.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.7% |
| 7D | -1.0% | +0.7% | -1.8% | -1.7% |
| 30D | +2.6% | +10.3% | -7.7% | -5.8% |
| 3M | -0.8% | +6.5% | -7.3% | -6.3% |
| 6M | +6.3% | +8.4% | -2.1% | -1.6% |
| YTD | +14.1% | +18.2% | -4.1% | -2.6% |
| 1Y | +18.0% | +22.4% | -4.4% | -2.5% |
| 3Y | +61.0% | +41.9% | +19.1% | +14.6% |
| 5Y | +45.6% | +40.9% | +4.7% | +4.0% |
| All | +213.4% | +126.4% | +87.0% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling