+162.9%
RTX vs SPXS
-85.7%
+248.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -0.4% |
| 7D | -1.6% | +1.2% | -2.9% | -1.4% |
| 30D | -11.6% | +5.2% | -16.7% | -10.7% |
| 3M | +9.2% | -9.2% | +18.3% | +7.5% |
| 6M | -4.4% | -29.6% | +25.2% | -10.0% |
| YTD | +8.9% | -27.6% | +36.5% | +3.3% |
| 1Y | +32.1% | -36.7% | +68.8% | +22.7% |
| 3Y | +151.2% | -79.8% | +231.1% | +94.3% |
| 5Y | +162.9% | -85.9% | +248.8% | +106.7% |
| All | +162.9% | -85.7% | +248.6% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling