+1,501.0%
RTX vs SPYG
+528.0%
+973.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.7% |
| 7D | +4.8% | +2.3% | +2.4% | +3.1% |
| 30D | +6.5% | -6.5% | +12.9% | +11.2% |
| 3M | -9.6% | -6.8% | -2.8% | -5.6% |
| 6M | +12.3% | -3.1% | +15.5% | +13.3% |
| YTD | +9.5% | +8.0% | +1.4% | +1.6% |
| 1Y | +15.8% | +10.2% | +5.6% | +5.9% |
| 3Y | +157.0% | +91.0% | +66.0% | +51.6% |
| 5Y | +148.8% | +67.7% | +81.1% | +56.9% |
| 10Y | +264.0% | +393.9% | -129.9% | +0.5% |
| All | +1,501.0% | +528.0% | +973.0% | +163.4% |
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 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