+1,501.4%
RTX vs SNY
+242.6%
+1,258.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -1.6% | -3.6% | +2.0% | -0.2% |
| 30D | -11.6% | -1.4% | -10.1% | -11.1% |
| 3M | +9.2% | -4.2% | +13.4% | +10.7% |
| 6M | -4.4% | +2.0% | -6.4% | -5.5% |
| YTD | +8.9% | -6.7% | +15.6% | +11.0% |
| 1Y | +32.1% | -4.7% | +36.8% | +33.0% |
| 3Y | +151.2% | -8.1% | +159.4% | +147.1% |
| 5Y | +162.9% | +8.2% | +154.7% | +135.3% |
| 10Y | +283.9% | +64.8% | +219.1% | +180.0% |
| All | +1,501.4% | +242.6% | +1,258.8% | +635.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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