+2,378.4%
RTX vs SRE
+1,428.8%
+949.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -1.7% | -8.2% | +6.4% | +2.1% |
| 30D | +7.7% | -3.6% | +11.3% | +9.5% |
| 3M | -10.3% | -6.3% | -4.1% | -7.9% |
| 6M | +14.6% | -13.0% | +27.6% | +21.4% |
| YTD | +10.4% | -9.2% | +19.6% | +14.3% |
| 1Y | +13.5% | -13.1% | +26.6% | +19.9% |
| 3Y | +158.6% | +22.4% | +136.2% | +125.2% |
| 5Y | +147.3% | +47.1% | +100.1% | +95.3% |
| 10Y | +268.6% | +121.0% | +147.7% | +138.8% |
| All | +2,378.4% | +1,428.8% | +949.6% | +624.2% |
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