+199.8%
RCAT vs SBAC
-43.9%
+243.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +3.9% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | -5.6% | +3.2% | -8.8% | -6.1% |
| 3M | -30.2% | -5.1% | -25.2% | -29.8% |
| 6M | -43.4% | -2.1% | -41.3% | -43.5% |
| YTD | +9.6% | -0.5% | +10.2% | +8.7% |
| 1Y | -2.0% | +1.1% | -3.1% | -3.0% |
| 3Y | +825.0% | -7.4% | +832.4% | +806.7% |
| 5Y | +199.8% | -44.3% | +244.2% | +151.2% |
| All | +199.8% | -43.9% | +243.8% | +151.2% |
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