+13.3%
RTX vs SGI
-33.8%
+47.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.2% |
| 7D | +3.4% | -10.7% | +14.1% | +4.3% |
| 30D | +8.4% | -3.6% | +12.0% | +8.6% |
| 3M | -10.7% | -5.4% | -5.3% | -10.4% |
| 6M | +11.7% | -7.0% | +18.8% | +12.2% |
| YTD | +9.3% | -31.6% | +40.9% | +8.8% |
| 1Y | +13.3% | -33.5% | +46.8% | +13.0% |
| All | +13.3% | -33.8% | +47.1% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling