+208.0%
RSP vs XLP
+101.8%
+106.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.2% |
| 7D | -0.8% | -1.0% | +0.3% | +0.1% |
| 30D | -0.3% | -0.9% | +0.5% | +0.3% |
| 3M | +4.3% | +3.8% | +0.5% | +0.5% |
| 6M | +8.8% | -1.7% | +10.6% | +9.7% |
| YTD | +15.3% | +10.3% | +5.0% | +4.6% |
| 1Y | +18.3% | +7.8% | +10.5% | +9.3% |
| 3Y | +52.8% | +27.2% | +25.6% | +20.1% |
| 5Y | +51.7% | +32.5% | +19.2% | +14.3% |
| All | +208.0% | +101.8% | +106.2% | +67.8% |
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