+556.6%
SNPS vs RCAT
-98.4%
+654.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.3% | -0.5% |
| 7D | -5.5% | +5.4% | -10.9% | -5.6% |
| 30D | -5.8% | -5.6% | -0.2% | -5.7% |
| 3M | -17.2% | -30.2% | +13.0% | -16.9% |
| 6M | -10.4% | -43.4% | +33.0% | -10.0% |
| YTD | -16.5% | +9.6% | -26.2% | -17.0% |
| 1Y | -35.6% | -2.0% | -33.7% | -36.0% |
| 3Y | -14.6% | +825.0% | -839.6% | -17.6% |
| 5Y | +16.5% | +199.8% | -183.4% | +12.8% |
| 10Y | +556.6% | -98.4% | +654.9% | +484.6% |
| All | +556.6% | -98.4% | +654.9% | +484.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling