+251.3%
RTX vs SNAP
-77.2%
+328.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.4% | -0.4% |
| 7D | -5.2% | +0.7% | -5.9% | -5.2% |
| 30D | -9.4% | +2.6% | -12.0% | -9.6% |
| 3M | +12.3% | -9.9% | +22.2% | +12.6% |
| 6M | -3.1% | +1.9% | -5.0% | -4.0% |
| YTD | +10.7% | -32.2% | +42.9% | +12.6% |
| 1Y | +28.4% | -22.8% | +51.3% | +29.2% |
| 3Y | +147.1% | -47.6% | +194.7% | +146.3% |
| 5Y | +167.2% | -92.7% | +260.0% | +196.9% |
| All | +251.3% | -77.2% | +328.5% | +189.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling