+11.3%
RTX vs SFM
-37.1%
+48.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.6% |
| 7D | -3.2% | -10.2% | +7.0% | -3.0% |
| 30D | +5.6% | -23.9% | +29.4% | +5.8% |
| 3M | -11.7% | -42.3% | +30.6% | -10.8% |
| 6M | +12.3% | -40.1% | +52.5% | +13.2% |
| YTD | +8.2% | -37.8% | +46.0% | +9.3% |
| All | +11.3% | -37.1% | +48.4% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling