+114.6%
RTX vs SMR
-48.1%
+162.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.0% | +6.1% | +2.1% |
| 7D | -1.7% | -2.8% | +1.1% | -1.7% |
| 30D | +7.7% | -27.5% | +35.2% | +8.6% |
| 3M | -10.3% | -43.1% | +32.8% | -9.1% |
| 6M | +14.6% | -58.4% | +73.0% | +16.9% |
| YTD | +10.4% | -63.2% | +73.5% | +12.5% |
| 1Y | +13.5% | -81.6% | +95.2% | +18.0% |
| 3Y | +158.6% | +149.8% | +8.8% | +120.6% |
| All | +114.6% | -48.1% | +162.6% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling