+2,384.8%
RTX vs SRE
+1,525.5%
+859.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.4% |
| 7D | -5.2% | -0.3% | -4.8% | -5.1% |
| 30D | -9.4% | -0.7% | -8.6% | -9.2% |
| 3M | +12.3% | -6.3% | +18.6% | +15.2% |
| 6M | -3.1% | -10.7% | +7.5% | +1.3% |
| YTD | +10.7% | -3.5% | +14.1% | +11.6% |
| 1Y | +28.4% | +5.3% | +23.1% | +24.3% |
| 3Y | +147.1% | +31.8% | +115.3% | +108.1% |
| 5Y | +167.2% | +47.4% | +119.9% | +111.1% |
| 10Y | +274.7% | +120.6% | +154.2% | +142.1% |
| All | +2,384.8% | +1,525.5% | +859.3% | +606.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling