-14.0%
SNPS vs RCAT
+737.0%
-751.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -5.3% |
| 7D | -11.0% | -1.4% | -9.6% | -10.9% |
| 30D | -1.7% | -3.3% | +1.6% | -1.5% |
| 3M | -20.4% | -43.2% | +22.9% | -17.8% |
| 6M | -8.6% | -43.2% | +34.6% | -6.7% |
| YTD | -16.2% | +5.5% | -21.7% | -18.5% |
| 1Y | -34.6% | -1.6% | -32.9% | -36.6% |
| All | -14.0% | +737.0% | -751.0% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling