+147.3%
RTX vs SRE
+46.2%
+101.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -1.7% | -8.2% | +6.4% | +1.0% |
| 30D | +7.7% | -3.6% | +11.3% | +9.0% |
| 3M | -10.3% | -6.3% | -4.1% | -8.6% |
| 6M | +14.6% | -13.0% | +27.6% | +19.5% |
| YTD | +10.4% | -9.2% | +19.6% | +13.2% |
| 1Y | +13.5% | -13.1% | +26.6% | +18.2% |
| 3Y | +158.6% | +22.4% | +136.2% | +126.2% |
| 5Y | +147.3% | +47.1% | +100.1% | +80.9% |
| All | +147.3% | +46.2% | +101.0% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling