+11,076.1%
RTX vs SM
+1,608.3%
+9,467.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | -0.3% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -9.4% | +26.3% | -35.7% | -12.2% |
| 3M | +12.3% | +8.7% | +3.6% | +10.4% |
| 6M | -3.1% | +51.7% | -54.8% | -9.5% |
| YTD | +10.7% | +99.0% | -88.4% | -0.4% |
| 1Y | +28.4% | +34.6% | -6.2% | +21.0% |
| 3Y | +147.1% | -7.8% | +154.8% | +138.5% |
| 5Y | +167.2% | +104.8% | +62.5% | +124.9% |
| 10Y | +274.7% | +7.2% | +267.5% | +158.4% |
| All | +11,076.1% | +1,608.3% | +9,467.7% | +4,992.2% |
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 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