+83.9%
SCHG vs RCAT
+177.7%
-93.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -2.7% | -5.4% | +2.7% | -2.5% |
| 30D | -2.2% | -24.2% | +22.0% | -1.0% |
| 3M | +6.2% | -25.8% | +32.0% | +7.3% |
| 6M | +13.4% | -44.9% | +58.3% | +15.2% |
| YTD | +7.1% | +1.9% | +5.2% | +5.2% |
| 1Y | +12.5% | -5.2% | +17.7% | +9.9% |
| 3Y | +86.2% | +759.6% | -673.4% | +61.8% |
| 5Y | +83.9% | +187.5% | -103.6% | +62.0% |
| All | +83.9% | +177.7% | -93.7% | +62.0% |
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