+172.4%
SITM vs RCAT
+184.3%
-11.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -0.8% |
| 7D | +3.7% | -2.3% | +6.0% | +3.9% |
| 30D | -14.5% | -18.7% | +4.2% | -12.6% |
| 3M | -10.6% | -29.3% | +18.7% | -7.6% |
| 6M | +65.5% | -42.3% | +107.9% | +72.2% |
| YTD | +67.0% | +2.5% | +64.5% | +60.8% |
| 1Y | +138.6% | -5.7% | +144.3% | +128.6% |
| 3Y | +421.8% | +764.9% | -343.1% | +284.2% |
| 5Y | +172.4% | +182.3% | -9.9% | +104.2% |
| All | +172.4% | +184.3% | -11.8% | +104.2% |
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 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