-12.1%
SM vs RCAT
+46.9%
-59.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +18.6% | -17.7% | 0.0% |
| 7D | -25.9% | -12.7% | -13.2% | -25.4% |
| 30D | -15.1% | -34.3% | +19.2% | -13.4% |
| 3M | +4.9% | -53.4% | +58.3% | +8.8% |
| 6M | +6.1% | -62.0% | +68.1% | +10.2% |
| YTD | +63.4% | -49.1% | +112.5% | +63.7% |
| 1Y | +72.5% | -53.1% | +125.6% | +72.8% |
| 3Y | -16.9% | +318.7% | -335.5% | -29.3% |
| All | -12.1% | +46.9% | -59.0% | -16.0% |
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 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