+149.8%
RTX vs SITM
+4,789.7%
-4,639.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.8% | -0.7% |
| 7D | -1.5% | +3.9% | -5.4% | -1.9% |
| 30D | -11.0% | -6.6% | -4.4% | -10.6% |
| 3M | +7.7% | -11.9% | +19.5% | +7.6% |
| 6M | -3.9% | +81.1% | -85.0% | -11.6% |
| YTD | +9.0% | +80.0% | -71.0% | -0.3% |
| 1Y | +27.3% | +145.8% | -118.6% | +11.8% |
| 3Y | +172.9% | +475.9% | -303.0% | +105.4% |
| 5Y | +165.2% | +189.2% | -24.0% | +100.1% |
| All | +149.8% | +4,789.7% | -4,639.9% | +3.9% |
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