-99.6%
RCAT vs SBAC
+103.9%
-203.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -6.6% |
| 7D | -5.6% | +3.6% | -9.3% | -6.7% |
| 30D | -27.0% | +4.9% | -31.9% | -28.2% |
| 3M | -57.9% | +6.5% | -64.4% | -58.8% |
| 6M | -59.4% | -11.1% | -48.3% | -58.5% |
| YTD | -46.9% | +0.9% | -47.8% | -48.3% |
| 1Y | -54.0% | -1.6% | -52.5% | -54.8% |
| 3Y | +378.4% | -7.0% | +385.4% | +366.2% |
| 5Y | +61.9% | -39.2% | +101.1% | +81.7% |
| 10Y | -99.6% | +111.4% | -211.0% | -97.6% |
| All | -99.6% | +103.9% | -203.5% | -97.6% |
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