+476.3%
SAN vs RCAT
-100.0%
+576.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +18.6% | -20.9% | -2.3% |
| 7D | +4.9% | -12.7% | +17.7% | +4.9% |
| 30D | -13.0% | -34.3% | +21.3% | -12.9% |
| 3M | -18.9% | -53.4% | +34.5% | -18.8% |
| 6M | -4.1% | -62.0% | +57.8% | -4.0% |
| YTD | +2.6% | -49.1% | +51.6% | +2.6% |
| 1Y | +16.9% | -53.1% | +70.1% | +17.0% |
| 3Y | +239.1% | +318.7% | -79.6% | +237.8% |
| 5Y | +266.8% | +48.5% | +218.3% | +265.7% |
| 10Y | +246.0% | -99.6% | +345.7% | +243.5% |
| All | +476.3% | -100.0% | +576.3% | +544.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling