+4,532.8%
SITM vs RCAT
+861.9%
+3,670.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.1% |
| 7D | +4.8% | -5.4% | +10.2% | +5.2% |
| 30D | -9.7% | -24.2% | +14.5% | -8.0% |
| 3M | -9.3% | -25.8% | +16.5% | -7.5% |
| 6M | +69.5% | -44.9% | +114.4% | +74.7% |
| YTD | +70.5% | +1.9% | +68.6% | +66.7% |
| 1Y | +145.3% | -5.2% | +150.4% | +138.9% |
| 3Y | +432.8% | +759.6% | -326.8% | +329.8% |
| 5Y | +174.0% | +187.5% | -13.5% | +126.2% |
| All | +4,532.8% | +861.9% | +3,670.9% | +2,412.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling