+7.5%
SMR vs RCAT
+361.9%
-354.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.2% | -1.8% |
| 7D | +13.1% | -2.3% | +15.4% | +13.8% |
| 30D | +17.8% | -18.7% | +36.5% | +23.4% |
| 3M | +8.1% | -29.3% | +37.4% | +16.6% |
| 6M | -11.1% | -42.3% | +31.2% | -1.5% |
| YTD | -23.7% | +2.5% | -26.2% | -24.8% |
| 1Y | -69.4% | -5.7% | -63.7% | -69.3% |
| 3Y | +82.6% | +764.9% | -682.3% | +49.4% |
| All | +7.5% | +361.9% | -354.5% | -11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling