-33.5%
SGI vs RCAT
-54.8%
+21.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.3% | +5.3% | -2.4% |
| 7D | -10.7% | +15.6% | -26.2% | -11.6% |
| 30D | -3.6% | -24.1% | +20.5% | -1.8% |
| 3M | -5.4% | -61.9% | +56.5% | +1.4% |
| 6M | -7.0% | -64.3% | +57.3% | -1.0% |
| YTD | -31.6% | -50.4% | +18.8% | -28.2% |
| 1Y | -33.5% | -54.0% | +20.5% | -30.4% |
| All | -33.5% | -54.8% | +21.2% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling