+167.1%
RTX vs SGI
+61.8%
+105.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | -3.1% | +9.3% | -12.4% | -4.2% |
| 30D | -10.6% | +6.9% | -17.4% | -11.4% |
| 3M | +11.6% | +2.8% | +8.8% | +11.0% |
| 6M | -4.5% | -12.6% | +8.1% | -3.3% |
| YTD | +9.6% | -21.5% | +31.1% | +12.0% |
| 1Y | +30.8% | -18.8% | +49.6% | +33.0% |
| 3Y | +152.8% | +60.8% | +92.0% | +132.6% |
| 5Y | +167.1% | +60.0% | +107.1% | +145.6% |
| All | +167.1% | +61.8% | +105.3% | +145.6% |
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 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