+259.6%
SAN vs RCAT
-99.6%
+359.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +11.4% | -5.3% | +6.1% |
| 7D | +8.7% | +1.1% | +7.6% | +8.7% |
| 30D | -6.5% | -22.0% | +15.5% | -6.4% |
| 3M | -14.2% | -51.1% | +37.0% | -13.8% |
| 6M | +2.7% | -56.6% | +59.3% | +3.2% |
| YTD | +8.9% | -43.3% | +52.1% | +9.0% |
| 1Y | +23.4% | -51.5% | +74.9% | +23.6% |
| 3Y | +257.9% | +411.4% | -153.4% | +251.5% |
| 5Y | +297.8% | +74.4% | +223.3% | +291.5% |
| 10Y | +259.6% | -99.6% | +359.2% | +243.3% |
| All | +259.6% | -99.6% | +359.2% | +243.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling