+14.0%
RTX vs SMR
-81.3%
+95.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +1.4% | +1.9% | -0.5% | +1.4% |
| 30D | +7.8% | -21.9% | +29.8% | +8.5% |
| 3M | -9.8% | -47.1% | +37.3% | -8.1% |
| 6M | +13.5% | -60.6% | +74.2% | +17.1% |
| YTD | +10.9% | -63.1% | +74.0% | +13.4% |
| 1Y | +14.0% | -80.4% | +94.4% | +24.6% |
| All | +14.0% | -81.3% | +95.3% | +24.6% |
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