+1,095.1%
RSP vs XLY
+1,063.4%
+31.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.3% |
| 7D | -3.1% | -3.9% | +0.7% | 0.0% |
| 30D | -3.4% | -6.1% | +2.7% | +1.6% |
| 3M | +3.6% | -1.2% | +4.8% | +4.0% |
| 6M | +9.0% | -1.8% | +10.7% | +9.5% |
| YTD | +12.2% | -5.9% | +18.1% | +16.5% |
| 1Y | +15.6% | -3.1% | +18.7% | +16.8% |
| 3Y | +51.6% | +36.0% | +15.7% | +12.3% |
| 5Y | +50.4% | +27.6% | +22.9% | +12.5% |
| 10Y | +207.7% | +216.8% | -9.1% | -0.7% |
| All | +1,095.1% | +1,063.4% | +31.6% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling