-41.8%
SIRI vs RCAT
+177.7%
-219.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | -3.0% | -5.4% | +2.4% | -2.8% |
| 30D | +1.3% | -24.2% | +25.5% | +2.3% |
| 3M | +5.6% | -25.8% | +31.4% | +6.4% |
| 6M | +35.1% | -44.9% | +80.1% | +36.9% |
| YTD | +49.0% | +1.9% | +47.2% | +46.2% |
| 1Y | +26.8% | -5.2% | +31.9% | +23.6% |
| 3Y | -23.7% | +759.6% | -783.3% | -31.5% |
| 5Y | -41.8% | +187.5% | -229.4% | -47.0% |
| All | -41.8% | +177.7% | -219.5% | -47.0% |
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