+71.6%
SM vs RCAT
-59.1%
+130.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -10.3% | -5.0% | -15.2% |
| 7D | -21.5% | -18.5% | -3.0% | -21.4% |
| 30D | -11.4% | -37.0% | +25.6% | -11.3% |
| 3M | +0.6% | -54.9% | +55.5% | +0.7% |
| 6M | +0.2% | -63.6% | +63.9% | +0.8% |
| YTD | +69.7% | -49.6% | +119.2% | +65.3% |
| 1Y | +71.6% | -57.8% | +129.4% | +69.8% |
| All | +71.6% | -59.1% | +130.7% | +69.8% |
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