+144.2%
RTX vs SPG
+124.5%
+19.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.4% |
| 7D | -5.1% | +4.9% | -10.0% | -6.3% |
| 30D | +5.1% | +15.6% | -10.5% | +1.4% |
| 3M | -14.8% | +4.1% | -18.9% | -15.8% |
| 6M | +8.0% | +13.6% | -5.5% | +4.4% |
| YTD | +4.5% | +27.5% | -23.1% | -1.9% |
| 1Y | +9.8% | +32.2% | -22.4% | +2.2% |
| 3Y | +144.2% | +126.0% | +18.2% | +118.9% |
| All | +144.2% | +124.5% | +19.6% | +118.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling