+223.6%
RTX vs SE
+589.8%
-366.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -5.2% | -6.1% | +0.9% | -4.6% |
| 30D | -9.4% | -2.5% | -6.9% | -9.3% |
| 3M | +12.3% | +21.7% | -9.4% | +9.8% |
| 6M | -3.1% | +27.0% | -30.1% | -6.0% |
| YTD | +10.7% | -12.1% | +22.8% | +11.0% |
| 1Y | +28.4% | -40.9% | +69.3% | +33.7% |
| 3Y | +147.1% | +191.0% | -43.9% | +114.8% |
| 5Y | +167.2% | -68.3% | +235.5% | +179.6% |
| All | +223.6% | +589.8% | -366.2% | +114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling