+13.3%
RTX vs SRE
-12.8%
+26.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.4% | -1.7% |
| 7D | +3.4% | -1.1% | +4.4% | +3.7% |
| 30D | +8.4% | -4.1% | +12.5% | +9.8% |
| 3M | -10.7% | -7.3% | -3.4% | -8.8% |
| 6M | +11.7% | -14.1% | +25.8% | +16.4% |
| YTD | +9.3% | -8.5% | +17.8% | +10.0% |
| 1Y | +13.3% | -12.0% | +25.3% | +16.3% |
| All | +13.3% | -12.8% | +26.1% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling