+87.6%
SMH vs RCAT
-14.2%
+101.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.7% |
| 7D | +0.3% | -4.9% | +5.2% | +0.9% |
| 30D | -2.8% | -22.9% | +20.1% | +0.4% |
| 3M | -6.7% | -33.7% | +27.0% | -2.9% |
| 6M | +41.8% | -50.7% | +92.5% | +49.8% |
| YTD | +57.9% | +0.4% | +57.5% | +51.5% |
| 1Y | +87.6% | -27.6% | +115.3% | +88.8% |
| All | +87.6% | -14.2% | +101.8% | +88.8% |
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