+546.1%
RTX vs SCHG
+1,127.0%
-580.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.2% |
| 7D | -1.6% | -0.9% | -0.7% | -1.0% |
| 30D | -11.6% | -2.3% | -9.3% | -10.2% |
| 3M | +9.2% | +4.5% | +4.6% | +5.5% |
| 6M | -4.4% | +13.6% | -18.0% | -13.2% |
| YTD | +8.9% | +7.6% | +1.3% | +2.5% |
| 1Y | +32.1% | +13.0% | +19.1% | +19.8% |
| 3Y | +151.2% | +87.0% | +64.2% | +50.3% |
| 5Y | +162.9% | +82.9% | +80.1% | +53.6% |
| 10Y | +283.9% | +453.6% | -169.7% | -23.1% |
| All | +546.1% | +1,127.0% | -580.8% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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