+59.5%
SGI vs RCAT
+23.8%
+35.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -14.9% | +12.1% | -2.0% |
| 7D | +5.3% | -32.6% | +37.9% | +7.4% |
| 30D | +8.2% | -46.3% | +54.5% | +11.6% |
| 3M | -2.2% | -60.7% | +58.5% | +2.4% |
| 6M | -8.4% | -67.4% | +58.9% | -3.8% |
| YTD | -23.4% | -57.1% | +33.6% | -21.4% |
| 1Y | -14.0% | -63.8% | +49.8% | -11.3% |
| 3Y | +78.8% | +268.1% | -189.3% | +54.8% |
| All | +59.5% | +23.8% | +35.7% | +45.7% |
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 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