+54.7%
RSP vs XLP
+27.4%
+27.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -0.8% | -1.0% | +0.3% | -0.2% |
| 30D | -0.3% | -0.9% | +0.5% | +0.1% |
| 3M | +4.3% | +3.8% | +0.5% | +1.9% |
| 6M | +8.8% | -1.7% | +10.6% | +9.7% |
| YTD | +15.3% | +10.3% | +5.0% | +7.8% |
| 1Y | +18.3% | +7.8% | +10.5% | +12.2% |
| All | +54.7% | +27.4% | +27.3% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling