+268.6%
RTX vs SPGI
+335.3%
-66.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | -1.7% | +1.6% | -3.3% | -2.5% |
| 30D | +7.7% | +16.1% | -8.4% | +0.6% |
| 3M | -10.3% | +15.5% | -25.8% | -16.3% |
| 6M | +14.6% | +19.6% | -5.1% | +4.4% |
| YTD | +10.4% | -3.6% | +14.0% | +9.9% |
| 1Y | +13.5% | +2.2% | +11.3% | +9.6% |
| 3Y | +158.6% | +30.1% | +128.5% | +115.6% |
| 5Y | +147.3% | +14.9% | +132.3% | +115.1% |
| 10Y | +268.6% | +334.0% | -65.3% | +67.2% |
| All | +268.6% | +335.3% | -66.7% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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