+132.6%
RTX vs SFM
+105.4%
+27.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | -0.9% |
| 7D | -5.1% | -1.2% | -3.9% | -5.1% |
| 30D | +5.1% | -24.8% | +29.9% | +6.9% |
| 3M | -14.8% | -43.7% | +28.9% | -11.4% |
| 6M | +8.0% | -37.3% | +45.3% | +11.1% |
| YTD | +4.5% | -38.4% | +42.8% | +7.3% |
| 1Y | +9.8% | -36.9% | +46.8% | +12.5% |
| 3Y | +144.2% | +20.7% | +123.5% | +131.5% |
| All | +132.6% | +105.4% | +27.3% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling