+267.0%
RTX vs STT
+204.5%
+62.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -5.1% | -2.5% | -2.7% | -4.2% |
| 30D | +5.1% | -5.0% | +10.1% | +7.2% |
| 3M | -14.8% | -10.5% | -4.4% | -11.0% |
| 6M | +8.0% | +10.0% | -2.0% | +3.1% |
| YTD | +4.5% | +30.7% | -26.2% | -8.1% |
| 1Y | +9.8% | +43.8% | -33.9% | -7.4% |
| 3Y | +144.2% | +168.1% | -23.9% | +51.8% |
| 5Y | +131.4% | +101.4% | +30.0% | +56.1% |
| All | +267.0% | +204.5% | +62.5% | +97.5% |
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