+286.4%
RTX vs STT
+262.0%
+24.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -3.1% | +2.2% | -5.3% | -4.0% |
| 30D | -10.6% | +3.9% | -14.5% | -12.0% |
| 3M | +11.6% | +19.2% | -7.5% | +3.4% |
| 6M | -4.5% | +60.4% | -64.9% | -22.4% |
| YTD | +9.6% | +51.5% | -41.9% | -9.2% |
| 1Y | +30.8% | +76.3% | -45.5% | +1.1% |
| 3Y | +152.8% | +200.7% | -47.9% | +50.0% |
| 5Y | +167.1% | +157.5% | +9.6% | +60.5% |
| All | +286.4% | +262.0% | +24.3% | +85.7% |
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