+152.8%
RTX vs SFM
+96.9%
+56.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.6% |
| 7D | -3.1% | -5.8% | +2.7% | -2.7% |
| 30D | -10.6% | -11.4% | +0.8% | -9.9% |
| 3M | +11.6% | -12.2% | +23.8% | +12.5% |
| 6M | -4.5% | -5.2% | +0.6% | -4.5% |
| YTD | +9.6% | -4.5% | +14.0% | +9.5% |
| 1Y | +30.8% | -45.4% | +76.2% | +37.7% |
| 3Y | +152.8% | +91.1% | +61.7% | +132.5% |
| All | +152.8% | +96.9% | +56.0% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SFM 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling