+11.7%
RTX vs SRE
-12.5%
+24.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.4% | -1.7% |
| 7D | +3.4% | -1.1% | +4.4% | +3.6% |
| 30D | +8.4% | -4.1% | +12.5% | +9.6% |
| 3M | -10.7% | -7.3% | -3.4% | -9.0% |
| 6M | +11.7% | -14.1% | +25.8% | +15.7% |
| All | +11.7% | -12.5% | +24.2% | +15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling