+8,091.7%
RTX vs STM
+1,945.0%
+6,146.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.7% | +1.9% |
| 7D | -1.7% | -7.9% | +6.2% | -0.2% |
| 30D | +7.7% | -14.1% | +21.8% | +10.7% |
| 3M | -10.3% | -17.6% | +7.3% | -7.4% |
| 6M | +14.6% | -24.2% | +38.8% | +17.0% |
| YTD | +10.4% | +73.3% | -62.9% | -8.1% |
| 1Y | +13.5% | +90.1% | -76.6% | -7.6% |
| 3Y | +158.6% | +10.3% | +148.2% | +125.2% |
| 5Y | +147.3% | -5.7% | +153.0% | +115.2% |
| 10Y | +268.6% | +444.1% | -175.4% | +96.7% |
| All | +8,091.7% | +1,945.0% | +6,146.8% | +2,938.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling