+150.9%
RTX vs SITM
+3,319.5%
-3,168.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.6% |
| 7D | +4.8% | +6.6% | -1.9% | +4.1% |
| 30D | +6.5% | -15.3% | +21.8% | +7.5% |
| 3M | -9.6% | -35.4% | +25.7% | -7.0% |
| 6M | +12.3% | -46.8% | +59.1% | +16.5% |
| YTD | +9.5% | +25.9% | -16.4% | +2.6% |
| 1Y | +15.8% | +54.0% | -38.2% | +6.1% |
| 3Y | +157.0% | +315.6% | -158.6% | +97.7% |
| 5Y | +148.8% | +74.4% | +74.4% | +98.5% |
| All | +150.9% | +3,319.5% | -3,168.6% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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