-100.0%
RCAT vs SFM
+40.3%
-140.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -4.8% | +23.5% | +19.9% |
| 7D | -12.7% | -1.2% | -11.5% | -12.9% |
| 30D | -34.3% | -24.8% | -9.5% | -30.6% |
| 3M | -53.4% | -43.7% | -9.7% | -47.1% |
| 6M | -62.0% | -37.3% | -24.7% | -58.6% |
| YTD | -49.1% | -38.4% | -10.7% | -44.8% |
| 1Y | -53.1% | -36.9% | -16.2% | -49.8% |
| 3Y | +318.7% | +20.7% | +298.0% | +264.0% |
| 5Y | +48.5% | +103.5% | -55.0% | +0.7% |
| 10Y | -99.6% | +139.7% | -239.4% | -99.8% |
| All | -100.0% | +40.3% | -140.2% | -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