+47.9%
RCAT vs SBAC
-39.6%
+87.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -3.7% |
| 7D | -5.9% | +0.6% | -6.6% | -6.0% |
| 30D | -19.7% | +5.5% | -25.1% | -20.7% |
| 3M | -62.9% | +3.1% | -65.9% | -63.2% |
| 6M | -59.6% | -7.0% | -52.6% | -59.2% |
| YTD | -52.1% | +0.5% | -52.6% | -52.9% |
| 1Y | -50.9% | +0.2% | -51.1% | -51.7% |
| 3Y | +333.8% | -7.4% | +341.1% | +323.0% |
| All | +47.9% | -39.6% | +87.5% | +73.2% |
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