+147.3%
RTX vs SPYM
+72.9%
+74.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.4% | +2.2% |
| 7D | -1.7% | -0.6% | -1.2% | -1.5% |
| 30D | +7.7% | -3.7% | +11.4% | +9.8% |
| 3M | -10.3% | -2.7% | -7.6% | -9.1% |
| 6M | +14.6% | +2.2% | +12.3% | +12.7% |
| YTD | +10.4% | +10.9% | -0.5% | +3.3% |
| 1Y | +13.5% | +11.3% | +2.2% | +6.0% |
| 3Y | +158.6% | +76.8% | +81.7% | +80.0% |
| 5Y | +147.3% | +73.5% | +73.7% | +72.0% |
| All | +147.3% | +72.9% | +74.4% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 5y: compounded portfolio wealth divided by compounded SPYM 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…
5y analysis · Full analysis span regression · 6 months rolling