-1.7%
RTX vs SNDU
+218.8%
-220.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.6% | +7.9% | +0.2% |
| 7D | -2.0% | +16.8% | -18.8% | -1.7% |
| 30D | -11.2% | +64.3% | -75.5% | -10.4% |
| 3M | +12.0% | -36.7% | +48.7% | +10.9% |
| All | -1.7% | +218.8% | -220.5% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 SNDU 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