-100.0%
RCAT vs SBAC
+1,831.4%
-1,931.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | -3.3% | +6.9% | -10.3% | -4.3% |
| 3M | -43.2% | -8.2% | -35.0% | -42.8% |
| 6M | -43.2% | -1.6% | -41.5% | -43.4% |
| YTD | +5.5% | -0.1% | +5.7% | +4.6% |
| 1Y | -1.6% | -0.5% | -1.2% | -2.4% |
| 3Y | +773.7% | -9.1% | +782.8% | +769.6% |
| 5Y | +187.6% | -43.8% | +231.4% | +203.8% |
| 10Y | -98.5% | +80.5% | -179.0% | -98.6% |
| All | -100.0% | +1,831.4% | -1,931.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling