+269.8%
SAN vs RCAT
+46.9%
+222.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +18.6% | -20.9% | -3.0% |
| 7D | +4.9% | -12.7% | +17.7% | +5.3% |
| 30D | -13.0% | -34.3% | +21.3% | -11.6% |
| 3M | -18.9% | -53.4% | +34.5% | -16.5% |
| 6M | -4.1% | -62.0% | +57.8% | -1.1% |
| YTD | +2.6% | -49.1% | +51.6% | +3.8% |
| 1Y | +16.9% | -53.1% | +70.1% | +18.4% |
| 3Y | +239.1% | +318.7% | -79.6% | +199.1% |
| All | +269.8% | +46.9% | +222.9% | +229.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling