+447.8%
SN vs RCAT
+261.9%
+185.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.3% | +3.1% |
| 7D | +1.5% | -5.9% | +7.5% | +1.9% |
| 30D | +21.5% | -19.7% | +41.2% | +22.8% |
| 3M | +20.0% | -62.9% | +82.9% | +27.2% |
| 6M | +119.9% | -59.6% | +179.5% | +129.7% |
| YTD | +102.3% | -52.1% | +154.4% | +106.9% |
| 1Y | +148.0% | -50.9% | +198.9% | +152.2% |
| 3Y | +450.0% | +333.8% | +116.2% | +406.6% |
| All | +447.8% | +261.9% | +185.9% | +392.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling