+283.9%
RTX vs SGI
+263.3%
+20.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | -11.6% | +5.5% | -17.1% | -12.8% |
| 3M | +9.2% | -3.6% | +12.8% | +9.6% |
| 6M | -4.4% | -15.0% | +10.6% | -1.7% |
| YTD | +8.9% | -23.0% | +31.9% | +13.9% |
| 1Y | +32.1% | -18.4% | +50.5% | +35.9% |
| 3Y | +151.2% | +57.8% | +93.5% | +114.3% |
| 5Y | +162.9% | +51.5% | +111.4% | +117.6% |
| 10Y | +283.9% | +275.2% | +8.8% | +111.6% |
| All | +283.9% | +263.3% | +20.7% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling