+1,770.6%
SGI vs RCAT
-100.0%
+1,870.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +11.4% | -8.1% | +3.2% |
| 7D | -0.2% | +1.1% | -1.3% | -0.3% |
| 30D | +6.6% | -22.0% | +28.6% | +6.6% |
| 3M | +1.8% | -51.1% | +53.0% | +2.1% |
| 6M | -3.9% | -56.6% | +52.7% | -3.6% |
| YTD | -25.2% | -43.3% | +18.0% | -25.2% |
| 1Y | -26.7% | -51.5% | +24.8% | -26.6% |
| 3Y | +86.8% | +411.4% | -324.6% | +84.4% |
| 5Y | +56.6% | +74.4% | -17.8% | +54.9% |
| 10Y | +384.3% | -99.6% | +483.9% | +356.7% |
| All | +1,770.6% | -100.0% | +1,870.6% | +1,533.7% |
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 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