+30.8%
RTX vs SE
-41.4%
+72.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -3.1% | +0.6% | -3.7% | -3.1% |
| 30D | -10.6% | -0.1% | -10.5% | -10.7% |
| 3M | +11.6% | +34.1% | -22.5% | +8.3% |
| 6M | -4.5% | +23.2% | -27.7% | -7.2% |
| YTD | +9.6% | -11.2% | +20.7% | +9.5% |
| 1Y | +30.8% | -40.5% | +71.4% | +37.1% |
| All | +30.8% | -41.4% | +72.2% | +37.1% |
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 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