-6.3%
SM vs RCAT
+762.9%
-769.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.4% |
| 7D | +0.1% | -1.4% | +1.5% | +0.2% |
| 30D | +26.3% | -3.3% | +29.7% | +26.4% |
| 3M | +8.7% | -43.2% | +51.9% | +11.4% |
| 6M | +51.7% | -43.2% | +94.9% | +53.8% |
| YTD | +99.0% | +5.5% | +93.5% | +91.8% |
| 1Y | +34.6% | -1.6% | +36.2% | +28.8% |
| All | -6.3% | +762.9% | -769.2% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling