-100.0%
RCAT vs SNY
+242.6%
-342.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -6.5% |
| 7D | -2.3% | -3.6% | +1.4% | -2.1% |
| 30D | -18.7% | -1.4% | -17.3% | -18.7% |
| 3M | -29.3% | -4.2% | -25.1% | -29.2% |
| 6M | -42.3% | +2.0% | -44.3% | -42.4% |
| YTD | +2.5% | -6.7% | +9.2% | +2.7% |
| 1Y | -5.7% | -4.7% | -1.0% | -5.6% |
| 3Y | +764.9% | -8.1% | +773.0% | +765.1% |
| 5Y | +182.3% | +8.2% | +174.1% | +180.7% |
| 10Y | -98.5% | +64.8% | -163.3% | -98.4% |
| All | -100.0% | +242.6% | -342.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling