+283.9%
RTX vs SPG
+59.6%
+224.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.3% |
| 7D | -1.6% | -1.7% | 0.0% | -1.0% |
| 30D | -11.6% | -6.3% | -5.3% | -9.3% |
| 3M | +9.2% | -2.4% | +11.6% | +10.0% |
| 6M | -4.4% | +9.6% | -14.1% | -8.1% |
| YTD | +8.9% | +14.2% | -5.3% | +2.8% |
| 1Y | +32.1% | +19.3% | +12.8% | +22.5% |
| 3Y | +151.2% | +106.7% | +44.5% | +82.9% |
| 5Y | +162.9% | +104.2% | +58.7% | +87.5% |
| 10Y | +283.9% | +63.7% | +220.2% | +145.2% |
| All | +283.9% | +59.6% | +224.4% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SPG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling