-18.4%
SGI vs RCAT
-7.9%
-10.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -1.5% |
| 7D | +0.6% | -2.3% | +2.9% | +0.7% |
| 30D | +5.5% | -18.7% | +24.2% | +6.8% |
| 3M | -3.6% | -29.3% | +25.7% | -2.0% |
| 6M | -15.0% | -42.3% | +27.3% | -13.6% |
| YTD | -23.0% | +2.5% | -25.6% | -22.8% |
| 1Y | -18.4% | -5.7% | -12.7% | -18.7% |
| All | -18.4% | -7.9% | -10.5% | -18.7% |
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