+139.0%
SN vs RCAT
-56.5%
+195.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.4% | +5.1% | -0.8% |
| 7D | +7.6% | -5.6% | +13.2% | +7.7% |
| 30D | +22.4% | -27.0% | +49.5% | +25.1% |
| 3M | +21.7% | -57.9% | +79.6% | +29.9% |
| 6M | +102.8% | -59.4% | +162.2% | +114.3% |
| YTD | +102.4% | -46.9% | +149.3% | +107.3% |
| 1Y | +139.0% | -54.0% | +193.0% | +148.2% |
| All | +139.0% | -56.5% | +195.4% | +148.2% |
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