+1,156.7%
RSP vs XLP
+772.7%
+384.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | -1.6% |
| 7D | +2.7% | +5.9% | -3.2% | -3.3% |
| 30D | +5.8% | +13.5% | -7.7% | -7.5% |
| 3M | +1.8% | +8.4% | -6.6% | -6.9% |
| 6M | +11.6% | +11.5% | +0.1% | -1.6% |
| YTD | +18.0% | +20.6% | -2.7% | -4.9% |
| 1Y | +21.8% | +24.3% | -2.5% | -5.0% |
| 3Y | +65.6% | +45.1% | +20.5% | +7.6% |
| 5Y | +51.6% | +44.6% | +7.0% | -2.0% |
| 10Y | +231.0% | +133.1% | +97.9% | +21.6% |
| All | +1,156.7% | +772.7% | +384.0% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling