+273.8%
RTX vs SPG
+117.3%
+156.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +2.8% |
| 7D | -3.2% | +5.1% | -8.3% | -5.1% |
| 30D | +5.6% | +16.8% | -11.3% | -0.7% |
| 3M | -11.7% | +5.7% | -17.3% | -13.7% |
| 6M | +12.3% | +17.8% | -5.5% | +5.0% |
| YTD | +8.2% | +30.1% | -21.9% | -3.0% |
| 1Y | +12.6% | +32.8% | -20.2% | +0.1% |
| 3Y | +152.8% | +137.2% | +15.6% | +74.3% |
| 5Y | +140.2% | +81.5% | +58.7% | +80.7% |
| 10Y | +273.8% | +116.5% | +157.3% | +118.5% |
| All | +273.8% | +117.3% | +156.5% | +118.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling