+12.3%
RTX vs SITM
-48.3%
+60.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | -0.1% |
| 7D | +4.8% | +6.6% | -1.9% | +5.0% |
| 30D | +6.5% | -15.3% | +21.8% | +5.6% |
| 3M | -9.6% | -35.4% | +25.7% | -11.2% |
| 6M | +12.3% | -46.8% | +59.1% | +11.2% |
| All | +12.3% | -48.3% | +60.6% | +11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling