+1,651.0%
RTX vs SBAC
+2,208.1%
-557.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -5.2% | -0.8% | -4.4% | -5.1% |
| 30D | -9.4% | +6.9% | -16.3% | -10.1% |
| 3M | +12.3% | -8.2% | +20.5% | +13.2% |
| 6M | -3.1% | -1.6% | -1.5% | -3.4% |
| YTD | +10.7% | -0.1% | +10.8% | +10.1% |
| 1Y | +28.4% | -0.5% | +28.9% | +27.8% |
| 3Y | +147.1% | -9.1% | +156.1% | +146.6% |
| 5Y | +167.2% | -43.8% | +211.0% | +180.3% |
| 10Y | +274.7% | +80.5% | +194.2% | +244.0% |
| All | +1,651.0% | +2,208.1% | -557.2% | +1,021.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling