+158.9%
SN vs RCAT
-59.1%
+218.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -10.3% | +14.4% | +4.9% |
| 7D | +10.6% | -18.5% | +29.2% | +12.3% |
| 30D | +20.0% | -37.0% | +57.0% | +24.1% |
| 3M | +30.4% | -54.9% | +85.2% | +38.1% |
| 6M | +91.0% | -63.6% | +154.6% | +103.4% |
| YTD | +95.9% | -49.6% | +145.5% | +105.2% |
| 1Y | +158.9% | -57.8% | +216.7% | +176.7% |
| All | +158.9% | -59.1% | +218.0% | +176.7% |
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