+54.0%
SITM vs RCAT
-54.8%
+108.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.4% | -2.1% | -4.7% |
| 7D | +6.6% | -5.9% | +12.6% | +8.2% |
| 30D | -15.3% | -19.7% | +4.3% | -11.3% |
| 3M | -35.4% | -62.9% | +27.5% | -23.2% |
| 6M | -46.8% | -59.6% | +12.8% | -37.8% |
| YTD | +25.9% | -52.1% | +77.9% | +34.4% |
| 1Y | +54.0% | -50.9% | +104.9% | +60.3% |
| All | +54.0% | -54.8% | +108.8% | +60.3% |
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