+46.1%
RSP vs XLP
+43.0%
+3.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.4% |
| 7D | -1.4% | +3.5% | -4.9% | -3.7% |
| 30D | +2.1% | +11.6% | -9.4% | -5.4% |
| 3M | -0.9% | +7.6% | -8.6% | -6.0% |
| 6M | +7.5% | +10.0% | -2.5% | 0.0% |
| YTD | +14.6% | +19.7% | -5.2% | -0.7% |
| 1Y | +17.6% | +23.5% | -5.8% | -0.5% |
| 3Y | +60.8% | +44.0% | +16.8% | +17.5% |
| 5Y | +46.1% | +42.7% | +3.5% | +7.7% |
| All | +46.1% | +43.0% | +3.2% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling