+11.3%
RTX vs SPG
+32.2%
-21.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +3.0% |
| 7D | -3.2% | +5.1% | -8.3% | -4.5% |
| 30D | +5.6% | +16.8% | -11.3% | +1.2% |
| 3M | -11.7% | +5.7% | -17.3% | -13.2% |
| 6M | +12.3% | +17.8% | -5.5% | +6.6% |
| YTD | +8.2% | +30.1% | -21.9% | +1.0% |
| All | +11.3% | +32.2% | -21.0% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling