+160.5%
RTX vs STT
+183.8%
-23.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | +7.8% | -0.4% | +8.3% | +7.9% |
| 3M | -9.8% | -6.5% | -3.3% | -8.4% |
| 6M | +13.5% | +17.2% | -3.6% | +9.2% |
| YTD | +10.9% | +38.2% | -27.3% | +2.1% |
| 1Y | +14.0% | +49.3% | -35.3% | +2.7% |
| All | +160.5% | +183.8% | -23.3% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling