+172.7%
RTX vs SITM
+412.8%
-240.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | -1.6% | +3.7% | -5.3% | -1.7% |
| 30D | -11.6% | -14.5% | +2.9% | -11.2% |
| 3M | +9.2% | -10.6% | +19.7% | +9.1% |
| 6M | -4.4% | +65.5% | -70.0% | -7.9% |
| YTD | +8.9% | +67.0% | -58.1% | +4.6% |
| 1Y | +32.1% | +138.6% | -106.5% | +24.4% |
| All | +172.7% | +412.8% | -240.1% | +144.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling