+273.8%
RTX vs SPGI
+335.6%
-61.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.3% |
| 7D | -3.2% | -0.9% | -2.3% | -2.9% |
| 30D | +5.6% | +15.5% | -10.0% | -1.2% |
| 3M | -11.7% | +15.7% | -27.4% | -17.6% |
| 6M | +12.3% | +19.1% | -6.7% | +2.6% |
| YTD | +8.2% | -4.1% | +12.3% | +8.0% |
| 1Y | +12.6% | +1.2% | +11.4% | +9.2% |
| 3Y | +152.8% | +31.6% | +121.2% | +109.4% |
| 5Y | +140.2% | +12.4% | +127.8% | +111.6% |
| 10Y | +273.8% | +334.3% | -60.5% | +70.7% |
| All | +273.8% | +335.6% | -61.8% | +70.7% |
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