+169.3%
RTX vs SAP
+55.2%
+114.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -5.2% | -2.9% | -2.3% | -4.8% |
| 30D | -9.4% | +9.0% | -18.4% | -10.6% |
| 3M | +12.3% | +14.9% | -2.7% | +9.7% |
| 6M | -3.1% | +11.9% | -15.0% | -5.1% |
| YTD | +10.7% | -9.9% | +20.6% | +12.0% |
| 1Y | +28.4% | -19.5% | +48.0% | +32.9% |
| 3Y | +147.1% | +61.8% | +85.3% | +117.9% |
| All | +169.3% | +55.2% | +114.1% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling