+20.2%
SGOV vs RCAT
+525.4%
-505.1%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | 0.0% |
| 7D | +0.1% | -2.3% | +2.4% | +0.1% |
| 30D | +0.3% | -18.7% | +19.0% | +0.3% |
| 3M | +0.9% | -29.3% | +30.2% | +0.9% |
| 6M | +1.8% | -42.3% | +44.2% | +1.8% |
| YTD | +2.5% | +2.5% | 0.0% | +2.5% |
| 1Y | +3.8% | -5.7% | +9.5% | +3.8% |
| 3Y | +14.4% | +764.9% | -750.5% | +14.4% |
| 5Y | +20.2% | +182.3% | -162.1% | +20.2% |
| All | +20.2% | +525.4% | -505.1% | +20.2% |
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