+283.9%
RTX vs SPY
+312.5%
-28.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.2% |
| 7D | -1.6% | -0.4% | -1.2% | -1.3% |
| 30D | -11.6% | -1.4% | -10.2% | -10.5% |
| 3M | +9.2% | +3.7% | +5.5% | +5.3% |
| 6M | -4.4% | +13.0% | -17.4% | -14.9% |
| YTD | +8.9% | +12.4% | -3.5% | -2.8% |
| 1Y | +32.1% | +18.5% | +13.6% | +12.3% |
| 3Y | +151.2% | +77.6% | +73.6% | +40.6% |
| 5Y | +162.9% | +81.7% | +81.2% | +40.6% |
| 10Y | +283.9% | +319.7% | -35.7% | -12.4% |
| All | +283.9% | +312.5% | -28.6% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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