+247.8%
RTX vs SNAP
-77.4%
+325.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -3.1% | +1.5% | -4.6% | -3.2% |
| 30D | -10.6% | +1.9% | -12.4% | -10.8% |
| 3M | +11.6% | -3.9% | +15.5% | +11.5% |
| 6M | -4.5% | +5.2% | -9.7% | -5.5% |
| YTD | +9.6% | -32.7% | +42.3% | +11.5% |
| 1Y | +30.8% | -24.8% | +55.6% | +31.8% |
| 3Y | +152.8% | -42.2% | +195.0% | +150.1% |
| 5Y | +167.1% | -92.7% | +259.8% | +196.5% |
| All | +247.8% | -77.4% | +325.2% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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