+52.5%
SOXX vs RTX
+14.1%
+38.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -3.2% |
| 7D | -13.7% | +1.3% | -15.0% | -13.6% |
| 30D | -23.6% | +7.6% | -31.2% | -23.4% |
| 3M | -16.9% | -8.6% | -8.2% | -16.3% |
| 6M | -2.4% | +15.6% | -18.0% | -5.7% |
| YTD | +49.8% | +9.4% | +40.5% | +45.3% |
| 1Y | +52.5% | +14.7% | +37.8% | +45.5% |
| All | +52.5% | +14.1% | +38.5% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 1y: compounded portfolio wealth divided by compounded RTX 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…
1y analysis · Full analysis span regression · 6 months rolling