+224.4%
RTX vs SE
+355.3%
-130.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.9% |
| 7D | +1.4% | -7.7% | +9.2% | +2.2% |
| 30D | +7.8% | -22.8% | +30.7% | +10.5% |
| 3M | -9.8% | -43.7% | +34.0% | -4.8% |
| 6M | +13.5% | -12.8% | +26.4% | +14.3% |
| YTD | +10.9% | -42.0% | +52.9% | +15.7% |
| 1Y | +14.0% | -48.0% | +62.0% | +20.1% |
| 3Y | +159.9% | +62.7% | +97.2% | +139.6% |
| 5Y | +151.7% | -77.8% | +229.5% | +172.2% |
| All | +224.4% | +355.3% | -130.9% | +124.0% |
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