-99.7%
RCAT vs SFM
+140.8%
-240.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.0% |
| 7D | +7.2% | -7.1% | +14.3% | +9.3% |
| 30D | -20.4% | -21.4% | +1.0% | -16.7% |
| 3M | -59.8% | -40.1% | -19.7% | -54.7% |
| 6M | -61.9% | -38.0% | -23.8% | -58.1% |
| YTD | -45.9% | -36.5% | -9.4% | -41.6% |
| 1Y | -50.5% | -35.2% | -15.3% | -47.2% |
| 3Y | +387.5% | +23.5% | +364.0% | +314.2% |
| 5Y | +70.9% | +109.7% | -38.8% | +7.3% |
| 10Y | -99.7% | +132.6% | -232.3% | -99.8% |
| All | -99.7% | +140.8% | -240.5% | -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