+28.4%
RTX vs STM
+107.3%
-78.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.5% | -0.6% |
| 7D | -5.2% | +5.8% | -10.9% | -5.0% |
| 30D | -9.4% | -1.0% | -8.4% | -9.4% |
| 3M | +12.3% | -33.3% | +45.5% | +11.5% |
| 6M | -3.1% | +57.4% | -60.5% | -7.8% |
| YTD | +10.7% | +102.2% | -91.5% | +3.6% |
| 1Y | +28.4% | +99.6% | -71.2% | +18.7% |
| All | +28.4% | +107.3% | -78.9% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling