+147.4%
RTX vs STM
-5.1%
+152.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | +4.8% | +12.0% | -7.2% | +4.2% |
| 30D | +6.5% | -0.4% | +6.9% | +6.4% |
| 3M | -9.6% | -13.2% | +3.5% | -9.2% |
| 6M | +12.3% | -26.1% | +38.4% | +12.7% |
| YTD | +9.5% | +81.2% | -71.7% | +1.2% |
| 1Y | +15.8% | +98.3% | -82.5% | +6.3% |
| 3Y | +157.0% | +16.7% | +140.3% | +140.8% |
| All | +147.4% | -5.1% | +152.5% | +127.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling