-57.8%
RCAT vs SFM
-35.8%
-22.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +3.6% | -14.0% | -9.9% |
| 7D | -18.5% | -12.3% | -6.3% | -18.7% |
| 30D | -37.0% | -16.2% | -20.8% | -37.3% |
| 3M | -54.9% | -36.8% | -18.1% | -55.8% |
| 6M | -63.6% | -32.6% | -31.1% | -64.4% |
| YTD | -49.6% | -31.7% | -17.8% | -51.2% |
| 1Y | -57.8% | -35.0% | -22.8% | -59.4% |
| All | -57.8% | -35.8% | -22.0% | -59.4% |
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