+283.9%
RTX vs SRE
+118.9%
+165.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -1.6% | +1.5% | -3.1% | -2.3% |
| 30D | -11.6% | +0.8% | -12.4% | -12.1% |
| 3M | +9.2% | -5.8% | +14.9% | +11.8% |
| 6M | -4.4% | -7.8% | +3.4% | -1.3% |
| YTD | +8.9% | -2.4% | +11.2% | +9.1% |
| 1Y | +32.1% | +8.9% | +23.2% | +25.4% |
| 3Y | +151.2% | +31.1% | +120.2% | +106.6% |
| 5Y | +162.9% | +48.6% | +114.3% | +97.4% |
| 10Y | +283.9% | +126.1% | +157.8% | +154.5% |
| All | +283.9% | +118.9% | +165.0% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling