+1,026.7%
RTX vs SGI
+1,852.9%
-826.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +1.4% | -10.5% | +11.9% | +3.5% |
| 30D | +7.8% | +0.1% | +7.7% | +7.5% |
| 3M | -9.8% | -4.0% | -5.8% | -9.6% |
| 6M | +13.5% | -5.6% | +19.2% | +13.8% |
| YTD | +10.9% | -29.5% | +40.4% | +16.7% |
| 1Y | +14.0% | -31.5% | +45.5% | +20.4% |
| 3Y | +159.9% | +71.6% | +88.3% | +126.0% |
| 5Y | +151.7% | +50.5% | +101.1% | +116.4% |
| 10Y | +269.0% | +333.9% | -64.9% | +139.1% |
| All | +1,026.7% | +1,852.9% | -826.3% | +343.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling