+275.2%
RTX vs SM
+12.3%
+262.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -1.4% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -10.6% | +31.5% | -42.1% | -13.5% |
| 3M | +11.6% | +17.3% | -5.7% | +8.9% |
| 6M | -4.5% | +48.5% | -53.0% | -10.1% |
| YTD | +9.6% | +106.3% | -96.7% | -1.2% |
| 1Y | +30.8% | +47.3% | -16.5% | +22.5% |
| 3Y | +152.8% | -1.4% | +154.3% | +142.7% |
| 5Y | +167.1% | +114.0% | +53.1% | +126.5% |
| 10Y | +275.2% | +12.5% | +262.7% | +146.4% |
| All | +275.2% | +12.3% | +262.8% | +146.4% |
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