Performance attribution: RSP vs. SPY
Just a quick note since it’s come up multiple times today…
I have been getting numerous emails today about a few stocks driving the index returns. Fancy charts showing AAPL driving the Nasdaq 100. Maybe. Overall, looking at the equal weighted S&P 500 (RSP) vs. the cap weighted S&P 500 (SPY), it looks to me like today say relatively broad participation from the smaller cap components. The equal weighted RSP was up 2.83% vs. 2.33% for SPY. It might be true at the extremes, but certainly there were many players driving today’s move.
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Tags: equal weighted, relative returns, RSP, S&P 500, SPY
Strategy/Allocation | Yaron Sadan | 
July 23, 2009 3:33 pm
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