+331.6%
SM vs RCAT
-100.0%
+431.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.5% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | +26.3% | -3.3% | +29.7% | +26.3% |
| 3M | +8.7% | -43.2% | +51.9% | +8.8% |
| 6M | +51.7% | -43.2% | +94.9% | +51.8% |
| YTD | +99.0% | +5.5% | +93.5% | +98.8% |
| 1Y | +34.6% | -1.6% | +36.2% | +34.4% |
| 3Y | -7.8% | +773.7% | -781.4% | -8.6% |
| 5Y | +104.8% | +187.6% | -82.9% | +103.0% |
| 10Y | +7.2% | -98.5% | +105.7% | +2.9% |
| All | +331.6% | -100.0% | +431.6% | +221.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling