+138.7%
RTX vs SN
+681.9%
-543.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.6% | +3.4% |
| 7D | -3.2% | +7.6% | -10.8% | -3.6% |
| 30D | +5.6% | +24.1% | -18.5% | +4.1% |
| 3M | -11.7% | +23.7% | -35.4% | -12.9% |
| 6M | +12.3% | +105.5% | -93.2% | +7.2% |
| YTD | +8.2% | +105.1% | -96.9% | +3.1% |
| 1Y | +12.6% | +148.3% | -135.7% | +6.3% |
| 3Y | +152.8% | +438.7% | -285.8% | +143.2% |
| All | +138.7% | +681.9% | -543.2% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling