+164.6%
RTX vs SRE
+49.4%
+115.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.5% |
| 7D | -3.1% | +1.4% | -4.5% | -3.5% |
| 30D | -10.6% | +1.9% | -12.5% | -11.2% |
| 3M | +11.6% | -3.3% | +14.9% | +12.5% |
| 6M | -4.5% | -6.4% | +1.9% | -2.8% |
| YTD | +9.6% | -1.8% | +11.4% | +9.6% |
| 1Y | +30.8% | +10.7% | +20.1% | +25.7% |
| 3Y | +152.8% | +31.8% | +121.0% | +116.9% |
| All | +164.6% | +49.4% | +115.2% | +106.3% |
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 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