+1,646.4%
RTX vs SBAC
+2,232.4%
-586.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +2.0% |
| 7D | -1.7% | +3.6% | -5.4% | -2.2% |
| 30D | +7.7% | +4.9% | +2.8% | +7.0% |
| 3M | -10.3% | +6.5% | -16.8% | -11.1% |
| 6M | +14.6% | -11.1% | +25.7% | +15.8% |
| YTD | +10.4% | +0.9% | +9.4% | +9.6% |
| 1Y | +13.5% | -1.6% | +15.1% | +13.0% |
| 3Y | +158.6% | -7.0% | +165.6% | +157.2% |
| 5Y | +147.3% | -39.2% | +186.5% | +156.8% |
| 10Y | +268.6% | +111.4% | +157.3% | +232.7% |
| All | +1,646.4% | +2,232.4% | -586.0% | +1,016.2% |
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 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