+269.0%
RTX vs SM
+10.6%
+258.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.0% | -0.1% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | +7.8% | -17.3% | +25.2% | +10.0% |
| 3M | -9.8% | -3.6% | -6.2% | -9.8% |
| 6M | +13.5% | +2.9% | +10.6% | +11.8% |
| YTD | +10.9% | +70.2% | -59.3% | +1.8% |
| 1Y | +14.0% | +66.5% | -52.5% | +4.8% |
| 3Y | +159.9% | -8.2% | +168.1% | +150.6% |
| 5Y | +151.7% | -1.5% | +153.1% | +133.6% |
| 10Y | +269.0% | +11.9% | +257.1% | +144.1% |
| All | +269.0% | +10.6% | +258.4% | +144.1% |
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