+132.6%
RTX vs SGI
+49.9%
+82.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.2% | -0.6% |
| 7D | -5.1% | +1.0% | -6.1% | -5.3% |
| 30D | +5.1% | +3.9% | +1.2% | +4.5% |
| 3M | -14.8% | -0.8% | -14.0% | -15.0% |
| 6M | +8.0% | -18.0% | +26.0% | +10.2% |
| YTD | +4.5% | -27.6% | +32.1% | +7.7% |
| 1Y | +9.8% | -27.2% | +37.1% | +13.1% |
| 3Y | +144.2% | +76.0% | +68.2% | +121.9% |
| All | +132.6% | +49.9% | +82.7% | +115.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling