+447.8%
SCHG vs RCAT
-98.5%
+546.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +0.9% |
| 7D | -1.0% | -4.9% | +3.9% | -1.0% |
| 30D | -1.3% | -22.9% | +21.6% | -1.1% |
| 3M | +5.4% | -33.7% | +39.2% | +5.7% |
| 6M | +14.4% | -50.7% | +65.2% | +14.8% |
| YTD | +8.0% | +0.4% | +7.7% | +7.8% |
| 1Y | +12.7% | -27.6% | +40.4% | +12.6% |
| 3Y | +85.6% | +753.2% | -667.6% | +81.6% |
| 5Y | +85.5% | +183.3% | -97.8% | +81.9% |
| All | +447.8% | -98.5% | +546.4% | +427.6% |
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