+273.8%
RTX vs SM
+4.9%
+268.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.7% | +6.3% | +3.9% |
| 7D | -3.2% | -22.3% | +19.1% | -0.4% |
| 30D | +5.6% | -21.4% | +26.9% | +8.3% |
| 3M | -11.7% | +1.4% | -13.0% | -12.3% |
| 6M | +12.3% | +0.1% | +12.2% | +10.9% |
| YTD | +8.2% | +59.0% | -50.8% | +0.1% |
| 1Y | +12.6% | +64.3% | -51.8% | +3.6% |
| 3Y | +152.8% | -13.1% | +166.0% | +145.4% |
| 5Y | +140.2% | -13.9% | +154.1% | +126.4% |
| 10Y | +273.8% | +1.7% | +272.1% | +149.4% |
| All | +273.8% | +4.9% | +268.8% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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