+5,597.8%
RTX vs SAP
+2,233.8%
+3,364.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -5.2% | -2.9% | -2.3% | -4.5% |
| 30D | -9.4% | +9.0% | -18.4% | -11.4% |
| 3M | +12.3% | +14.9% | -2.7% | +7.8% |
| 6M | -3.1% | +11.9% | -15.0% | -7.0% |
| YTD | +10.7% | -9.9% | +20.6% | +11.3% |
| 1Y | +28.4% | -19.5% | +48.0% | +32.7% |
| 3Y | +147.1% | +61.8% | +85.3% | +109.8% |
| 5Y | +167.2% | +56.2% | +111.1% | +125.0% |
| 10Y | +274.7% | +180.6% | +94.1% | +168.6% |
| All | +5,597.8% | +2,233.8% | +3,364.0% | +2,576.3% |
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