+162.9%
RTX vs SPMO
+149.2%
+13.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.6% | +2.7% | -4.3% | -2.7% |
| 30D | -11.6% | +1.1% | -12.6% | -12.0% |
| 3M | +9.2% | +2.0% | +7.1% | +6.8% |
| 6M | -4.4% | +26.5% | -31.0% | -17.1% |
| YTD | +8.9% | +26.5% | -17.6% | -5.6% |
| 1Y | +32.1% | +27.9% | +4.2% | +13.7% |
| 3Y | +151.2% | +160.4% | -9.1% | +33.9% |
| 5Y | +162.9% | +151.5% | +11.4% | +42.2% |
| All | +162.9% | +149.2% | +13.7% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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