-34.6%
SNPS vs RCAT
-2.3%
-32.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -5.2% |
| 7D | -11.0% | -1.4% | -9.6% | -10.9% |
| 30D | -1.7% | -3.3% | +1.6% | -1.4% |
| 3M | -20.4% | -43.2% | +22.9% | -16.4% |
| 6M | -8.6% | -43.2% | +34.6% | -5.1% |
| YTD | -16.2% | +5.5% | -21.7% | -23.3% |
| 1Y | -34.6% | -1.6% | -32.9% | -43.3% |
| All | -34.6% | -2.3% | -32.2% | -43.3% |
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 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