+67.8%
RTXG vs SPY
+28.4%
+39.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.5% |
| 7D | -4.2% | -2.0% | -2.3% | -2.9% |
| 30D | -22.3% | -1.7% | -20.7% | -21.4% |
| 3M | +19.2% | +4.7% | +14.4% | +13.8% |
| 6M | -15.6% | +12.5% | -28.1% | -26.0% |
| YTD | +4.3% | +11.7% | -7.5% | -8.0% |
| 1Y | +40.0% | +17.5% | +22.5% | +20.8% |
| All | +67.8% | +28.4% | +39.4% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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