+275.2%
RTX vs SAP
+173.6%
+101.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | -10.6% | +2.6% | -13.1% | -11.4% |
| 3M | +11.6% | +16.3% | -4.6% | +5.8% |
| 6M | -4.5% | +6.4% | -10.9% | -7.5% |
| YTD | +9.6% | -11.4% | +21.0% | +11.7% |
| 1Y | +30.8% | -20.4% | +51.2% | +38.3% |
| 3Y | +152.8% | +56.5% | +96.3% | +99.2% |
| 5Y | +167.1% | +56.8% | +110.3% | +105.4% |
| 10Y | +275.2% | +176.2% | +99.0% | +111.9% |
| All | +275.2% | +173.6% | +101.5% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SAP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling