+15.8%
RTX vs SMR
-81.8%
+97.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.2% |
| 7D | +4.8% | -8.3% | +13.0% | +5.0% |
| 30D | +6.5% | -20.1% | +26.6% | +7.1% |
| 3M | -9.6% | -52.7% | +43.1% | -7.8% |
| 6M | +12.3% | -61.0% | +73.4% | +15.2% |
| YTD | +9.5% | -67.1% | +76.6% | +12.2% |
| 1Y | +15.8% | -79.9% | +95.7% | +23.9% |
| All | +15.8% | -81.8% | +97.6% | +23.9% |
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