+169.3%
RTX vs SPG
+102.5%
+66.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -5.2% | -2.4% | -2.8% | -4.4% |
| 30D | -9.4% | -6.8% | -2.5% | -7.4% |
| 3M | +12.3% | +2.7% | +9.6% | +11.1% |
| 6M | -3.1% | +5.5% | -8.6% | -5.0% |
| YTD | +10.7% | +15.7% | -5.0% | +5.2% |
| 1Y | +28.4% | +20.9% | +7.5% | +20.3% |
| 3Y | +147.1% | +112.4% | +34.7% | +87.4% |
| All | +169.3% | +102.5% | +66.8% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling