+142.2%
SN vs RCAT
-53.5%
+195.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.4% | -8.4% | +2.0% |
| 7D | +7.6% | +1.1% | +6.5% | +7.2% |
| 30D | +24.1% | -22.0% | +46.1% | +26.1% |
| 3M | +23.7% | -51.1% | +74.9% | +30.5% |
| 6M | +105.5% | -56.6% | +162.1% | +116.0% |
| YTD | +105.1% | -43.3% | +148.4% | +108.9% |
| All | +142.2% | -53.5% | +195.6% | +150.2% |
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