+29.7%
RTX vs SRE
+7.5%
+22.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | -11.2% | -1.7% | -9.5% | -10.8% |
| 3M | +12.0% | -7.1% | +19.1% | +14.1% |
| 6M | -3.6% | -8.4% | +4.8% | -1.5% |
| YTD | +9.2% | -3.5% | +12.7% | +9.0% |
| 1Y | +29.7% | +5.4% | +24.3% | +29.3% |
| All | +29.7% | +7.5% | +22.2% | +29.3% |
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