-1.6%
RCAT vs SFM
-41.4%
+39.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.2% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -3.3% | -4.4% | +1.0% | -3.1% |
| 3M | -43.2% | +1.5% | -44.7% | -43.4% |
| 6M | -43.2% | +6.5% | -49.7% | -44.8% |
| YTD | +5.5% | +2.2% | +3.4% | +4.0% |
| 1Y | -1.6% | -41.9% | +40.2% | +158.8% |
| All | -1.6% | -41.4% | +39.8% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling