+144.2%
RTX vs SNAP
-53.8%
+198.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.3% | -1.2% |
| 7D | -5.1% | -7.1% | +2.0% | -5.0% |
| 30D | +5.1% | -14.6% | +19.8% | +5.4% |
| 3M | -14.8% | -5.0% | -9.8% | -14.8% |
| 6M | +8.0% | -18.8% | +26.9% | +8.3% |
| YTD | +4.5% | -38.5% | +43.0% | +4.9% |
| 1Y | +9.8% | -38.1% | +47.9% | +10.3% |
| 3Y | +144.2% | -53.8% | +198.0% | +140.1% |
| All | +144.2% | -53.8% | +198.0% | +140.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling