+7,566.7%
RTX vs SPG
+5,805.1%
+1,761.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.5% |
| 7D | -5.1% | +4.9% | -10.0% | -6.7% |
| 30D | +5.1% | +15.6% | -10.5% | 0.0% |
| 3M | -14.8% | +4.1% | -18.9% | -16.1% |
| 6M | +8.0% | +13.6% | -5.5% | +3.1% |
| YTD | +4.5% | +27.5% | -23.1% | -4.4% |
| 1Y | +9.8% | +32.2% | -22.4% | -0.7% |
| 3Y | +144.2% | +126.0% | +18.2% | +80.1% |
| 5Y | +131.4% | +74.7% | +56.7% | +83.3% |
| 10Y | +273.3% | +112.8% | +160.4% | +146.7% |
| All | +7,566.7% | +5,805.1% | +1,761.7% | +1,660.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling