+449.1%
SN vs RCAT
+308.6%
+140.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | +3.5% | +7.2% | -3.7% | +2.8% |
| 30D | +19.4% | -20.4% | +39.9% | +20.8% |
| 3M | +20.9% | -59.8% | +80.7% | +27.5% |
| 6M | +111.1% | -61.9% | +173.0% | +121.3% |
| YTD | +102.8% | -45.9% | +148.7% | +105.8% |
| 1Y | +146.2% | -50.5% | +196.7% | +150.1% |
| 3Y | +441.4% | +387.5% | +53.9% | +394.6% |
| All | +449.1% | +308.6% | +140.5% | +389.8% |
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 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