-99.9%
RCAT vs SFM
+132.6%
-232.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.8% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -3.3% | -4.4% | +1.0% | -2.6% |
| 3M | -43.2% | +1.5% | -44.7% | -44.0% |
| 6M | -43.2% | +6.5% | -49.7% | -45.5% |
| YTD | +5.5% | +2.2% | +3.4% | +2.2% |
| 1Y | -1.6% | -41.9% | +40.2% | +11.4% |
| 3Y | +773.7% | +106.8% | +666.9% | +569.9% |
| 5Y | +187.6% | +231.6% | -43.9% | +75.1% |
| 10Y | -98.5% | +258.4% | -356.9% | -99.2% |
| All | -99.9% | +132.6% | -232.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling