+54.8%
RCAT vs SBAC
-40.3%
+95.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -1.9% | +20.5% | +19.0% |
| 7D | -12.7% | +1.2% | -14.0% | -13.1% |
| 30D | -34.3% | +11.2% | -45.5% | -35.9% |
| 3M | -53.4% | +4.5% | -57.9% | -53.9% |
| 6M | -62.0% | -12.2% | -49.8% | -61.0% |
| YTD | -49.1% | -0.1% | -48.9% | -49.8% |
| 1Y | -53.1% | -0.3% | -52.9% | -53.8% |
| 3Y | +318.7% | -8.7% | +327.4% | +310.2% |
| All | +54.8% | -40.3% | +95.1% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling