+165.5%
SITM vs RCAT
-2.3%
+167.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.0% | +8.5% | +6.9% |
| 7D | +9.7% | -1.4% | +11.1% | +9.9% |
| 30D | +12.7% | -3.3% | +16.0% | +13.1% |
| 3M | -13.4% | -43.2% | +29.8% | -8.3% |
| 6M | +59.6% | -43.2% | +102.8% | +66.3% |
| YTD | +73.3% | +5.5% | +67.8% | +62.0% |
| 1Y | +165.5% | -1.6% | +167.2% | +158.7% |
| All | +165.5% | -2.3% | +167.9% | +158.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling