+273.8%
RTX vs STT
+211.9%
+61.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.4% | +2.2% |
| 7D | -3.2% | +0.9% | -4.1% | -3.6% |
| 30D | +5.6% | -2.3% | +7.9% | +6.5% |
| 3M | -11.7% | -7.0% | -4.7% | -9.2% |
| 6M | +12.3% | +15.5% | -3.2% | +5.0% |
| YTD | +8.2% | +35.6% | -27.4% | -6.3% |
| 1Y | +12.6% | +47.9% | -35.3% | -6.2% |
| 3Y | +152.8% | +181.1% | -28.3% | +54.0% |
| 5Y | +140.2% | +108.2% | +32.0% | +59.8% |
| 10Y | +273.8% | +201.0% | +72.8% | +101.1% |
| All | +273.8% | +211.9% | +61.9% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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