+623.9%
SAN vs RCAT
-100.0%
+723.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.8% |
| 7D | +1.8% | -1.4% | +3.2% | +1.8% |
| 30D | +2.0% | -3.3% | +5.3% | +2.0% |
| 3M | +19.7% | -43.2% | +62.9% | +19.8% |
| 6M | +30.6% | -43.2% | +73.8% | +30.7% |
| YTD | +28.8% | +5.5% | +23.3% | +28.8% |
| 1Y | +57.8% | -1.6% | +59.4% | +57.7% |
| 3Y | +338.1% | +773.7% | -435.6% | +336.1% |
| 5Y | +384.2% | +187.6% | +196.6% | +382.2% |
| 10Y | +353.1% | -98.5% | +451.6% | +349.5% |
| All | +623.9% | -100.0% | +723.9% | +709.2% |
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