-99.6%
RCAT vs SFM
+146.8%
-246.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.0% | +10.4% | +11.1% |
| 7D | +1.1% | -10.2% | +11.4% | +3.9% |
| 30D | -22.0% | -23.9% | +1.9% | -17.5% |
| 3M | -51.1% | -42.3% | -8.9% | -44.3% |
| 6M | -56.6% | -40.1% | -16.5% | -51.7% |
| YTD | -43.3% | -37.8% | -5.5% | -38.3% |
| 1Y | -51.5% | -37.1% | -14.4% | -47.8% |
| 3Y | +411.4% | +21.5% | +389.8% | +332.4% |
| 5Y | +74.4% | +103.8% | -29.4% | +8.4% |
| 10Y | -99.6% | +142.0% | -241.6% | -99.8% |
| All | -99.6% | +146.8% | -246.4% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling