+13.3%
RTX vs SAP
-5.9%
+19.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | +3.4% | -3.9% | +7.3% | +3.3% |
| 30D | +8.4% | +6.5% | +1.9% | +8.4% |
| 3M | -10.7% | +14.7% | -25.3% | -10.6% |
| 6M | +11.7% | +39.9% | -28.2% | +11.6% |
| YTD | +9.3% | -2.0% | +11.3% | +7.1% |
| 1Y | +13.3% | -6.0% | +19.3% | +11.5% |
| All | +13.3% | -5.9% | +19.2% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling