+54.8%
RCAT vs SFM
+105.4%
-50.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -4.8% | +23.5% | +19.1% |
| 7D | -12.7% | -1.2% | -11.5% | -12.8% |
| 30D | -34.3% | -24.8% | -9.5% | -32.6% |
| 3M | -53.4% | -43.7% | -9.7% | -50.4% |
| 6M | -62.0% | -37.3% | -24.7% | -60.5% |
| YTD | -49.1% | -38.4% | -10.7% | -47.1% |
| 1Y | -53.1% | -36.9% | -16.2% | -51.7% |
| 3Y | +318.7% | +20.7% | +298.0% | +354.3% |
| All | +54.8% | +105.4% | -50.6% | +60.0% |
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