+32.1%
RTX vs SMR
-68.5%
+100.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.6% |
| 7D | -1.6% | +13.1% | -14.7% | -1.8% |
| 30D | -11.6% | +17.8% | -29.3% | -11.8% |
| 3M | +9.2% | +8.1% | +1.1% | +8.9% |
| 6M | -4.4% | -11.1% | +6.7% | -4.5% |
| YTD | +8.9% | -23.7% | +32.6% | +9.5% |
| 1Y | +32.1% | -69.4% | +101.5% | +27.7% |
| All | +32.1% | -68.5% | +100.6% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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