+432.7%
SN vs RCAT
+274.8%
+157.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.3% | +5.3% | -2.5% |
| 7D | +1.4% | +15.6% | -14.2% | +0.3% |
| 30D | +16.6% | -24.1% | +40.7% | +18.3% |
| 3M | +18.3% | -61.9% | +80.1% | +25.2% |
| 6M | +103.1% | -64.3% | +167.4% | +113.8% |
| YTD | +96.7% | -50.4% | +147.1% | +100.7% |
| 1Y | +134.3% | -54.0% | +188.4% | +139.2% |
| 3Y | +425.2% | +347.2% | +78.1% | +382.5% |
| All | +432.7% | +274.8% | +157.9% | +377.8% |
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 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