+280.7%
RTX vs SFM
+40.3%
+240.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | -0.8% |
| 7D | -5.1% | -1.2% | -3.9% | -5.1% |
| 30D | +5.1% | -24.8% | +29.9% | +7.5% |
| 3M | -14.8% | -43.7% | +28.9% | -10.5% |
| 6M | +8.0% | -37.3% | +45.3% | +12.0% |
| YTD | +4.5% | -38.4% | +42.8% | +8.1% |
| 1Y | +9.8% | -36.9% | +46.8% | +13.3% |
| 3Y | +144.2% | +20.7% | +123.5% | +130.7% |
| 5Y | +131.4% | +103.5% | +27.9% | +102.8% |
| 10Y | +273.3% | +139.7% | +133.5% | +211.4% |
| All | +280.7% | +40.3% | +240.4% | +236.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling