+247.9%
SOXX vs RTX
+162.7%
+85.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +1.4% | -1.5% | +2.9% | +1.9% |
| 30D | -3.6% | -11.0% | +7.4% | +0.1% |
| 3M | -10.2% | +7.7% | -17.8% | -13.3% |
| 6M | +54.2% | -3.9% | +58.1% | +55.3% |
| YTD | +75.2% | +9.0% | +66.3% | +67.4% |
| 1Y | +107.5% | +27.3% | +80.3% | +85.7% |
| 3Y | +226.8% | +172.9% | +53.9% | +105.8% |
| All | +247.9% | +162.7% | +85.2% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling