+220.4%
RTX vs SE
+597.4%
-377.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -3.1% | +0.6% | -3.7% | -3.2% |
| 30D | -10.6% | -0.1% | -10.5% | -10.7% |
| 3M | +11.6% | +34.1% | -22.5% | +8.1% |
| 6M | -4.5% | +23.2% | -27.7% | -7.0% |
| YTD | +9.6% | -11.2% | +20.7% | +9.8% |
| 1Y | +30.8% | -40.5% | +71.4% | +36.1% |
| 3Y | +152.8% | +196.3% | -43.5% | +119.5% |
| 5Y | +167.1% | -67.0% | +234.1% | +178.1% |
| All | +220.4% | +597.4% | -377.0% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling