+1,499.2%
RTX vs SPYG
+533.7%
+965.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.3% |
| 7D | +3.4% | +4.2% | -0.8% | +0.4% |
| 30D | +8.4% | -7.4% | +15.8% | +13.9% |
| 3M | -10.7% | -5.3% | -5.4% | -7.7% |
| 6M | +11.7% | -1.2% | +12.9% | +11.1% |
| YTD | +9.3% | +9.0% | +0.3% | +0.8% |
| 1Y | +13.3% | +8.8% | +4.5% | +4.6% |
| 3Y | +156.1% | +92.8% | +63.4% | +50.2% |
| 5Y | +148.5% | +69.3% | +79.3% | +55.7% |
| 10Y | +263.6% | +398.4% | -134.8% | -0.3% |
| All | +1,499.2% | +533.7% | +965.5% | +161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling