+205.8%
RSP vs XLY
+220.9%
-15.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.2% |
| 7D | -1.9% | -1.7% | -0.2% | -0.7% |
| 30D | -2.8% | -4.2% | +1.4% | 0.0% |
| 3M | +2.8% | -2.7% | +5.5% | +4.4% |
| 6M | +10.2% | -0.6% | +10.8% | +9.9% |
| YTD | +13.1% | -5.0% | +18.1% | +16.2% |
| 1Y | +14.8% | -4.1% | +18.9% | +16.8% |
| 3Y | +52.6% | +33.6% | +19.0% | +19.7% |
| 5Y | +51.6% | +28.7% | +22.9% | +18.5% |
| All | +205.8% | +220.9% | -15.0% | +9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling