+267.0%
RTX vs STM
+398.5%
-131.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.7% | -2.0% |
| 7D | -5.1% | -10.7% | +5.6% | -3.4% |
| 30D | +5.1% | -25.7% | +30.9% | +10.2% |
| 3M | -14.8% | -21.6% | +6.7% | -11.9% |
| 6M | +8.0% | -27.8% | +35.8% | +10.3% |
| YTD | +4.5% | +61.8% | -57.3% | -11.2% |
| 1Y | +9.8% | +78.1% | -68.3% | -8.7% |
| 3Y | +144.2% | +4.9% | +139.3% | +116.8% |
| 5Y | +131.4% | -14.3% | +145.7% | +107.7% |
| All | +267.0% | +398.5% | -131.4% | +151.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling