+1,549.4%
SNPS vs RCAT
-100.0%
+1,649.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -14.9% | +10.0% | -4.8% |
| 7D | -10.2% | -32.6% | +22.4% | -10.0% |
| 30D | -12.8% | -46.3% | +33.5% | -12.6% |
| 3M | +9.9% | -60.7% | +70.5% | +10.3% |
| 6M | -12.4% | -67.4% | +55.0% | -12.0% |
| YTD | -6.3% | -57.1% | +50.8% | -6.1% |
| 1Y | +7.6% | -63.8% | +71.4% | +7.9% |
| 3Y | -9.8% | +268.1% | -277.9% | -10.6% |
| 5Y | +29.2% | +25.2% | +4.0% | +28.2% |
| 10Y | +663.8% | -99.7% | +763.4% | +623.9% |
| All | +1,549.4% | -100.0% | +1,649.4% | +1,178.1% |
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