+111.7%
RTX vs SMR
+7.6%
+104.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.5% |
| 7D | -1.6% | +13.1% | -14.7% | -2.0% |
| 30D | -11.6% | +17.8% | -29.3% | -12.1% |
| 3M | +9.2% | +8.1% | +1.1% | +8.6% |
| 6M | -4.4% | -11.1% | +6.7% | -4.7% |
| YTD | +8.9% | -23.7% | +32.6% | +8.8% |
| 1Y | +32.1% | -69.4% | +101.5% | +34.7% |
| 3Y | +151.2% | +82.6% | +68.6% | +125.0% |
| All | +111.7% | +7.6% | +104.1% | +98.4% |
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