+167.1%
RTX vs SMTC
+110.0%
+57.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.0% | -10.9% | -1.6% |
| 7D | -3.1% | +22.9% | -26.0% | -4.4% |
| 30D | -10.6% | +16.6% | -27.2% | -11.7% |
| 3M | +11.6% | +2.4% | +9.2% | +10.6% |
| 6M | -4.5% | +98.3% | -102.8% | -10.8% |
| YTD | +9.6% | +120.7% | -111.1% | +1.4% |
| 1Y | +30.8% | +168.3% | -137.4% | +18.9% |
| 3Y | +152.8% | +571.7% | -418.9% | +103.0% |
| 5Y | +167.1% | +114.0% | +53.1% | +152.2% |
| All | +167.1% | +110.0% | +57.1% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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