+298.4%
SAN vs RCAT
+41.8%
+256.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +0.8% |
| 7D | +4.0% | -5.9% | +9.9% | +4.3% |
| 30D | -7.8% | -19.7% | +11.8% | -7.2% |
| 3M | -16.4% | -62.9% | +46.5% | -13.1% |
| 6M | +3.5% | -59.6% | +63.1% | +6.6% |
| YTD | +6.7% | -52.1% | +58.8% | +8.2% |
| 1Y | +14.5% | -50.9% | +65.4% | +15.8% |
| 3Y | +243.5% | +333.8% | -90.3% | +201.7% |
| All | +298.4% | +41.8% | +256.6% | +251.0% |
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