+5,278.2%
RTX vs SAP
+2,432.7%
+2,845.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.2% |
| 7D | -5.1% | -0.7% | -4.5% | -5.1% |
| 30D | +5.1% | +11.1% | -6.0% | +2.3% |
| 3M | -14.8% | +17.0% | -31.9% | -18.4% |
| 6M | +8.0% | +34.8% | -26.8% | -0.9% |
| YTD | +4.5% | -2.2% | +6.7% | +2.7% |
| 1Y | +9.8% | -6.4% | +16.3% | +9.2% |
| 3Y | +144.2% | +75.1% | +69.0% | +103.0% |
| 5Y | +131.4% | +69.8% | +61.6% | +90.7% |
| 10Y | +273.3% | +219.8% | +53.4% | +158.6% |
| All | +5,278.2% | +2,432.7% | +2,845.5% | +2,369.9% |
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 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