+280.0%
RTX vs SPXS
-99.5%
+379.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.8% |
| 7D | -2.0% | +6.4% | -8.4% | -0.1% |
| 30D | -11.2% | +6.0% | -17.2% | -9.6% |
| 3M | +12.0% | -11.6% | +23.7% | +8.3% |
| 6M | -3.6% | -28.7% | +25.1% | -11.9% |
| YTD | +9.2% | -26.3% | +35.5% | +1.0% |
| 1Y | +29.7% | -34.9% | +64.6% | +16.3% |
| 3Y | +152.0% | -79.5% | +231.4% | +68.2% |
| 5Y | +165.8% | -85.9% | +251.7% | +78.3% |
| All | +280.0% | -99.5% | +379.6% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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