+47.9%
RCAT vs SFM
+116.0%
-68.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.8% | -3.6% |
| 7D | -5.9% | +6.0% | -12.0% | -6.5% |
| 30D | -19.7% | -19.5% | -0.2% | -18.1% |
| 3M | -62.9% | -37.0% | -25.8% | -61.0% |
| 6M | -59.6% | -41.0% | -18.6% | -57.3% |
| YTD | -52.1% | -34.6% | -17.4% | -50.5% |
| 1Y | -50.9% | -36.3% | -14.6% | -49.2% |
| 3Y | +333.8% | +24.5% | +309.3% | +367.7% |
| All | +47.9% | +116.0% | -68.1% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling