+153.7%
RTX vs SITM
+4,608.4%
-4,454.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.5% | -7.2% | -1.3% |
| 7D | -5.2% | +9.7% | -14.9% | -6.0% |
| 30D | -9.4% | +12.7% | -22.1% | -10.8% |
| 3M | +12.3% | -13.4% | +25.7% | +12.3% |
| 6M | -3.1% | +59.6% | -62.7% | -9.9% |
| YTD | +10.7% | +73.3% | -62.6% | +1.7% |
| 1Y | +28.4% | +165.5% | -137.1% | +11.9% |
| 3Y | +147.1% | +368.7% | -221.6% | +90.6% |
| 5Y | +167.2% | +172.5% | -5.3% | +103.1% |
| All | +153.7% | +4,608.4% | -4,454.7% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling