+334.8%
SAN vs RCAT
-98.4%
+433.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.5% |
| 7D | +3.3% | +5.4% | -2.1% | +3.3% |
| 30D | +1.1% | -5.6% | +6.7% | +1.1% |
| 3M | +22.2% | -30.2% | +52.4% | +22.4% |
| 6M | +36.0% | -43.4% | +79.4% | +36.3% |
| YTD | +28.2% | +9.6% | +18.6% | +27.9% |
| 1Y | +54.1% | -2.0% | +56.1% | +53.6% |
| 3Y | +354.2% | +825.0% | -470.8% | +344.1% |
| 5Y | +387.3% | +199.8% | +187.5% | +377.4% |
| 10Y | +334.8% | -98.4% | +433.2% | +306.4% |
| All | +334.8% | -98.4% | +433.2% | +306.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RCAT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling