+283.9%
RTX vs SFM
+280.6%
+3.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.3% |
| 7D | -1.6% | -7.2% | +5.6% | -0.9% |
| 30D | -11.6% | -14.3% | +2.8% | -10.4% |
| 3M | +9.2% | -13.7% | +22.9% | +10.4% |
| 6M | -4.4% | -6.0% | +1.6% | -4.4% |
| YTD | +8.9% | -8.2% | +17.1% | +9.1% |
| 1Y | +32.1% | -46.2% | +78.4% | +39.1% |
| 3Y | +151.2% | +83.6% | +67.7% | +129.8% |
| 5Y | +162.9% | +212.7% | -49.8% | +123.4% |
| 10Y | +283.9% | +273.0% | +10.9% | +211.5% |
| All | +283.9% | +280.6% | +3.4% | +211.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling