+1,518.8%
RTX vs SPYG
+564.9%
+954.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -5.2% | +0.4% | -5.5% | -5.4% |
| 30D | -9.4% | -0.4% | -8.9% | -9.1% |
| 3M | +12.3% | +0.5% | +11.7% | +11.0% |
| 6M | -3.1% | +17.5% | -20.6% | -14.6% |
| YTD | +10.7% | +14.3% | -3.7% | -0.8% |
| 1Y | +28.4% | +21.7% | +6.7% | +9.9% |
| 3Y | +147.1% | +98.6% | +48.4% | +42.6% |
| 5Y | +167.2% | +85.1% | +82.1% | +57.3% |
| 10Y | +274.7% | +412.0% | -137.3% | +1.5% |
| All | +1,518.8% | +564.9% | +954.0% | +157.3% |
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