-98.5%
RCAT vs SNY
+64.5%
-163.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -4.9% | -3.3% | -1.6% | -3.2% |
| 30D | -22.9% | -2.2% | -20.7% | -22.1% |
| 3M | -33.7% | -3.0% | -30.7% | -33.3% |
| 6M | -50.7% | +2.7% | -53.5% | -52.1% |
| YTD | +0.4% | -6.8% | +7.2% | +2.0% |
| 1Y | -27.6% | -5.3% | -22.4% | -27.7% |
| 3Y | +753.2% | -9.8% | +762.9% | +733.1% |
| 5Y | +183.3% | +9.7% | +173.6% | +119.5% |
| All | -98.5% | +64.5% | -163.0% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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