+1,872.3%
SGI vs RCAT
-99.9%
+1,972.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.5% |
| 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% | +0.8% |
| 6M | -17.9% | -43.2% | +25.2% | -17.8% |
| YTD | -21.2% | +5.5% | -26.7% | -21.3% |
| 1Y | -18.9% | -1.6% | -17.2% | -19.0% |
| 3Y | +52.6% | +773.7% | -721.1% | +50.4% |
| 5Y | +60.7% | +187.6% | -126.9% | +58.6% |
| 10Y | +278.1% | -98.5% | +376.6% | +254.8% |
| All | +1,872.3% | -99.9% | +1,972.2% | +1,618.3% |
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