+14.0%
RTX vs SM
+72.9%
-59.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.0% | +0.8% |
| 7D | +1.4% | +0.3% | +1.1% | +1.5% |
| 30D | +7.8% | -17.3% | +25.2% | +6.8% |
| 3M | -9.8% | -3.6% | -6.2% | -9.4% |
| 6M | +13.5% | +2.9% | +10.6% | +14.4% |
| YTD | +10.9% | +70.2% | -59.3% | +9.5% |
| 1Y | +14.0% | +66.5% | -52.5% | +12.2% |
| All | +14.0% | +72.9% | -59.0% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling