+165.8%
RTX vs SIRI
-42.5%
+208.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | -2.0% | -3.0% | +1.0% | -1.7% |
| 30D | -11.2% | +1.3% | -12.5% | -11.3% |
| 3M | +12.0% | +5.6% | +6.4% | +11.4% |
| 6M | -3.6% | +35.1% | -38.7% | -6.3% |
| YTD | +9.2% | +49.0% | -39.8% | +5.0% |
| 1Y | +29.7% | +26.8% | +3.0% | +26.5% |
| 3Y | +152.0% | -23.7% | +175.6% | +151.8% |
| 5Y | +165.8% | -41.8% | +207.6% | +183.4% |
| All | +165.8% | -42.5% | +208.3% | +183.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling