+273.8%
RTX vs SAP
+228.4%
+45.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.1% |
| 7D | -3.2% | +1.6% | -4.8% | -3.8% |
| 30D | +5.6% | +10.5% | -5.0% | +2.3% |
| 3M | -11.7% | +15.2% | -26.9% | -15.7% |
| 6M | +12.3% | +36.7% | -24.4% | +0.7% |
| YTD | +8.2% | -0.6% | +8.8% | +6.3% |
| 1Y | +12.6% | -4.1% | +16.7% | +12.0% |
| 3Y | +152.8% | +73.2% | +79.6% | +93.4% |
| 5Y | +140.2% | +74.1% | +66.1% | +79.6% |
| 10Y | +273.8% | +222.9% | +50.8% | +108.8% |
| All | +273.8% | +228.4% | +45.4% | +108.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling