+157.0%
RTX vs SPYG
+91.6%
+65.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +4.8% | +2.3% | +2.4% | +4.2% |
| 30D | +6.5% | -6.5% | +12.9% | +8.0% |
| 3M | -9.6% | -6.8% | -2.8% | -8.3% |
| 6M | +12.3% | -3.1% | +15.5% | +12.6% |
| YTD | +9.5% | +8.0% | +1.4% | +6.0% |
| 1Y | +15.8% | +10.2% | +5.6% | +11.5% |
| 3Y | +157.0% | +91.0% | +66.0% | +137.4% |
| All | +157.0% | +91.6% | +65.4% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling