+267.4%
RTX vs SIRI
-7.4%
+274.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +4.8% | -1.7% | +6.5% | +5.2% |
| 30D | +6.5% | +21.1% | -14.6% | +2.1% |
| 3M | -9.6% | +14.7% | -24.4% | -12.5% |
| 6M | +12.3% | +22.9% | -10.6% | +6.9% |
| YTD | +9.5% | +65.7% | -56.3% | -3.1% |
| 1Y | +15.8% | +53.5% | -37.6% | +4.3% |
| 3Y | +157.0% | -23.0% | +180.0% | +160.4% |
| 5Y | +148.8% | -41.5% | +190.3% | +161.2% |
| All | +267.4% | -7.4% | +274.8% | +243.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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