+5,611.9%
RTX vs SAP
+2,439.8%
+3,172.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | +1.4% | -2.5% | +3.9% | +2.0% |
| 30D | +7.8% | +7.5% | +0.4% | +5.8% |
| 3M | -9.8% | +11.6% | -21.4% | -12.5% |
| 6M | +13.5% | +37.6% | -24.1% | +3.6% |
| YTD | +10.9% | -2.0% | +12.9% | +9.0% |
| 1Y | +14.0% | -6.4% | +20.4% | +13.3% |
| 3Y | +159.9% | +67.7% | +92.2% | +118.6% |
| 5Y | +151.7% | +75.7% | +75.9% | +105.6% |
| 10Y | +269.0% | +229.3% | +39.7% | +153.9% |
| All | +5,611.9% | +2,439.8% | +3,172.2% | +2,521.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling