+215.7%
RSP vs XLP
+137.2%
+78.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.4% |
| 7D | -0.3% | -0.5% | +0.2% | +0.2% |
| 30D | +4.4% | +8.3% | -3.9% | -2.6% |
| 3M | +1.3% | +8.7% | -7.4% | -6.0% |
| 6M | +10.0% | +11.2% | -1.2% | -0.4% |
| YTD | +17.6% | +20.0% | -2.4% | -1.0% |
| 1Y | +19.2% | +21.3% | -2.1% | -0.7% |
| 3Y | +66.0% | +43.8% | +22.2% | +16.6% |
| 5Y | +50.4% | +43.3% | +7.1% | +5.6% |
| 10Y | +215.7% | +136.8% | +78.9% | +52.7% |
| All | +215.7% | +137.2% | +78.5% | +52.7% |
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