+439.5%
SN vs RCAT
+284.8%
+154.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +18.6% | -16.0% | +1.5% |
| 7D | +7.2% | -12.7% | +19.9% | +7.9% |
| 30D | +20.4% | -34.3% | +54.7% | +23.2% |
| 3M | +23.9% | -53.4% | +77.3% | +29.4% |
| 6M | +93.0% | -62.0% | +155.0% | +102.4% |
| YTD | +99.2% | -49.1% | +148.3% | +103.0% |
| 1Y | +142.6% | -53.1% | +195.7% | +147.4% |
| 3Y | +398.8% | +318.7% | +80.1% | +352.9% |
| All | +439.5% | +284.8% | +154.7% | +383.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling