+18.3%
RSP vs XLY
-0.5%
+18.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | +0.1% |
| 7D | -0.8% | -2.0% | +1.2% | 0.0% |
| 30D | -0.3% | -3.1% | +2.8% | +1.0% |
| 3M | +4.3% | -1.8% | +6.1% | +5.0% |
| 6M | +8.8% | -0.9% | +9.7% | +8.7% |
| YTD | +15.3% | -3.4% | +18.6% | +16.3% |
| 1Y | +18.3% | -1.5% | +19.8% | +17.8% |
| All | +18.3% | -0.5% | +18.8% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling