In this paper, we study the performance of receive spatial modulation (RSM) with simultaneous wireless information and power transfer (SWIPT) capabilities. RSM is a multi-antenna modulation scheme, where the information bits are encoded into complex constellation symbols and the indices of the receive antennas. We show how RSM can be combined with SWIPT, by allowing the receivers to increase their data rate and, at the same time, to recharge their batteries. An optimization problem is formulated in order to optimize the fraction of transmit power to be used for information decoding and energy harvesting, as well as the covariance matrix of the energy waveform. Efficient numerical algorithms to tackle the associated optimization problems are proposed. Our analysis shows that RSM-SWIPT is a flexible transmission scheme that is capable of achieving different rate-energy demands. RSM-SWIPT, in particular, can be configured to leverage only the energy waveform for transmitting information data and power simultaneously. Compared with conventional SWIPT-enabled multiple-antenna systems, the proposed RSM-SWIPT scheme increases the amount of harvested energy for low values of the rate and avoids the need of using energy cancellation algorithms if information and power are transmitted only through the energy waveform.