+222.8%
RTX vs SE
+372.6%
-149.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.2% |
| 7D | -1.7% | 0.0% | -1.8% | -1.8% |
| 30D | +7.7% | -19.4% | +27.1% | +9.8% |
| 3M | -10.3% | -33.1% | +22.8% | -7.0% |
| 6M | +14.6% | -11.4% | +26.0% | +15.2% |
| YTD | +10.4% | -39.8% | +50.2% | +14.7% |
| 1Y | +13.5% | -50.5% | +64.0% | +20.2% |
| 3Y | +158.6% | +68.9% | +89.7% | +137.5% |
| 5Y | +147.3% | -77.1% | +224.3% | +166.7% |
| All | +222.8% | +372.6% | -149.8% | +122.1% |
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