-50.9%
RCAT vs SBAC
-0.1%
-50.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.5% | +10.9% | +11.4% |
| 7D | +1.1% | +3.0% | -1.8% | +1.4% |
| 30D | -22.0% | +4.3% | -26.3% | -21.7% |
| 3M | -51.1% | +4.1% | -55.3% | -50.9% |
| 6M | -56.6% | -11.6% | -45.0% | -55.6% |
| YTD | -43.3% | +0.4% | -43.6% | -43.7% |
| All | -50.9% | -0.1% | -50.7% | -49.5% |
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