+294.3%
RTX vs SFM
+41.7%
+252.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.5% |
| 7D | -3.2% | -10.2% | +7.0% | -2.2% |
| 30D | +5.6% | -23.9% | +29.4% | +7.8% |
| 3M | -11.7% | -42.3% | +30.6% | -7.4% |
| 6M | +12.3% | -40.1% | +52.5% | +17.0% |
| YTD | +8.2% | -37.8% | +46.0% | +11.9% |
| 1Y | +12.6% | -37.1% | +49.7% | +16.2% |
| 3Y | +152.8% | +21.5% | +131.3% | +138.7% |
| 5Y | +140.2% | +103.8% | +36.4% | +110.5% |
| 10Y | +273.8% | +142.0% | +131.8% | +211.5% |
| All | +294.3% | +41.7% | +252.6% | +248.3% |
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