+152.8%
RTX vs SBAC
-8.2%
+161.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | -3.2% | +3.0% | -6.2% | -3.5% |
| 30D | +5.6% | +4.3% | +1.3% | +5.1% |
| 3M | -11.7% | +4.1% | -15.8% | -12.1% |
| 6M | +12.3% | -11.6% | +23.9% | +13.8% |
| YTD | +8.2% | +0.4% | +7.8% | +8.1% |
| 1Y | +12.6% | -1.1% | +13.7% | +12.6% |
| 3Y | +152.8% | -7.3% | +160.1% | +156.2% |
| All | +152.8% | -8.2% | +161.0% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling