-57.8%
RCAT vs SBAC
+2.4%
-60.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +5.8% | -16.2% | -10.0% |
| 7D | -18.5% | +5.8% | -24.3% | -18.2% |
| 30D | -37.0% | +20.8% | -57.8% | -36.7% |
| 3M | -54.9% | +4.8% | -59.6% | -54.6% |
| 6M | -63.6% | -9.1% | -54.5% | -62.6% |
| YTD | -49.6% | +3.1% | -52.6% | -49.7% |
| 1Y | -57.8% | +2.2% | -60.0% | -57.9% |
| All | -57.8% | +2.4% | -60.2% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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