+1,117.7%
SCHG vs RCAT
-99.5%
+1,217.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.7% |
| 7D | -0.9% | -2.3% | +1.4% | -0.9% |
| 30D | -2.3% | -18.7% | +16.4% | -2.2% |
| 3M | +4.5% | -29.3% | +33.8% | +4.6% |
| 6M | +13.6% | -42.3% | +55.9% | +13.6% |
| YTD | +7.6% | +2.5% | +5.0% | +7.5% |
| 1Y | +13.0% | -5.7% | +18.7% | +12.9% |
| 3Y | +87.0% | +764.9% | -677.9% | +85.8% |
| 5Y | +82.9% | +182.3% | -99.4% | +81.8% |
| 10Y | +453.6% | -98.5% | +552.1% | +450.7% |
| All | +1,117.7% | -99.5% | +1,217.2% | +1,191.9% |
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