+10,449.3%
RTX vs SM
+1,302.7%
+9,146.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | -5.1% | -25.9% | +20.8% | -1.7% |
| 30D | +5.1% | -15.1% | +20.3% | +7.1% |
| 3M | -14.8% | +4.9% | -19.7% | -15.8% |
| 6M | +8.0% | +6.1% | +1.9% | +5.9% |
| YTD | +4.5% | +63.4% | -59.0% | -4.0% |
| 1Y | +9.8% | +72.5% | -62.6% | +0.1% |
| 3Y | +144.2% | -16.9% | +161.1% | +138.0% |
| 5Y | +131.4% | -10.6% | +142.1% | +116.4% |
| 10Y | +273.3% | +11.3% | +262.0% | +155.8% |
| All | +10,449.3% | +1,302.7% | +9,146.7% | +4,808.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling