-99.7%
RCAT vs SBAC
+109.8%
-209.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +7.2% | -2.8% | +10.0% | +8.0% |
| 30D | -20.4% | +3.1% | -23.5% | -21.3% |
| 3M | -59.8% | +5.1% | -64.9% | -60.5% |
| 6M | -61.9% | -11.4% | -50.5% | -61.0% |
| YTD | -45.9% | +0.2% | -46.1% | -47.2% |
| 1Y | -50.5% | -3.9% | -46.6% | -51.0% |
| 3Y | +387.5% | -7.7% | +395.2% | +375.5% |
| 5Y | +70.9% | -39.7% | +110.7% | +92.7% |
| 10Y | -99.7% | +111.9% | -211.6% | -98.6% |
| All | -99.7% | +109.8% | -209.6% | -98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling