-100.0%
RCAT vs SBAC
+1,840.7%
-1,940.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.5% | +10.9% | +11.3% |
| 7D | +1.1% | +3.0% | -1.8% | +0.6% |
| 30D | -22.0% | +4.3% | -26.3% | -22.6% |
| 3M | -51.1% | +4.1% | -55.3% | -51.6% |
| 6M | -56.6% | -11.6% | -45.0% | -56.1% |
| YTD | -43.3% | +0.4% | -43.6% | -43.9% |
| 1Y | -51.5% | -1.1% | -50.4% | -52.0% |
| 3Y | +411.4% | -7.3% | +418.6% | +406.9% |
| 5Y | +74.4% | -40.8% | +115.2% | +82.9% |
| 10Y | -99.6% | +103.0% | -202.5% | -99.6% |
| All | -100.0% | +1,840.7% | -1,940.7% | -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