+59.2%
SGI vs RCAT
+737.0%
-677.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.6% |
| 7D | +8.5% | -1.4% | +10.0% | +8.6% |
| 30D | +0.7% | -3.3% | +4.0% | +0.7% |
| 3M | +0.6% | -43.2% | +43.8% | +3.0% |
| 6M | -17.9% | -43.2% | +25.2% | -16.7% |
| YTD | -21.2% | +5.5% | -26.7% | -22.4% |
| 1Y | -18.9% | -1.6% | -17.2% | -20.6% |
| All | +59.2% | +737.0% | -677.8% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling