+14.0%
RTX vs SE
-53.5%
+67.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.8% |
| 7D | +1.4% | -7.7% | +9.2% | +2.0% |
| 30D | +7.8% | -22.8% | +30.7% | +9.8% |
| 3M | -9.8% | -43.7% | +34.0% | -5.8% |
| 6M | +13.5% | -12.8% | +26.4% | +13.3% |
| YTD | +10.9% | -42.0% | +52.9% | +14.2% |
| 1Y | +14.0% | -48.0% | +62.0% | +19.0% |
| All | +14.0% | -53.5% | +67.5% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling