-5.8%
SM vs RCAT
+347.2%
-352.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -8.3% | +13.4% | +5.6% |
| 7D | +10.6% | +15.6% | -5.0% | +9.5% |
| 30D | -15.0% | -24.1% | +9.1% | -14.0% |
| 3M | +1.7% | -61.9% | +63.5% | +6.3% |
| 6M | +5.9% | -64.3% | +70.2% | +10.1% |
| YTD | +79.0% | -50.4% | +129.4% | +78.6% |
| 1Y | +84.7% | -54.0% | +138.7% | +84.3% |
| All | -5.8% | +347.2% | -352.9% | -17.1% |
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