+147.4%
RTX vs SPGI
+15.2%
+132.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +4.8% | +1.2% | +3.5% | +4.5% |
| 30D | +6.5% | +15.9% | -9.4% | +2.6% |
| 3M | -9.6% | +12.3% | -21.9% | -12.4% |
| 6M | +12.3% | +23.7% | -11.4% | +5.9% |
| YTD | +9.5% | -3.5% | +13.0% | +9.7% |
| 1Y | +15.8% | +0.4% | +15.4% | +14.6% |
| 3Y | +157.0% | +29.9% | +127.1% | +133.0% |
| All | +147.4% | +15.2% | +132.3% | +128.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling