+1,815.8%
SGI vs RCAT
-100.0%
+1,915.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -14.9% | +12.1% | -2.7% |
| 7D | +5.3% | -32.6% | +37.9% | +5.5% |
| 30D | +8.2% | -46.3% | +54.5% | +8.5% |
| 3M | -2.2% | -60.7% | +58.5% | -1.8% |
| 6M | -8.4% | -67.4% | +58.9% | -8.1% |
| YTD | -23.4% | -57.1% | +33.6% | -23.3% |
| 1Y | -14.0% | -63.8% | +49.8% | -13.8% |
| 3Y | +78.8% | +268.1% | -189.3% | +76.8% |
| 5Y | +58.6% | +25.2% | +33.4% | +57.1% |
| 10Y | +427.8% | -99.7% | +527.5% | +398.1% |
| All | +1,815.8% | -100.0% | +1,915.8% | +1,575.4% |
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 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