+368.8%
SNXX vs RCAT
-43.9%
+412.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.5% | -5.6% | -6.3% |
| 7D | -12.0% | -4.9% | -7.1% | -9.9% |
| 30D | +37.9% | -22.9% | +60.8% | +56.9% |
| 3M | -52.7% | -33.7% | -18.9% | -44.2% |
| 6M | +194.8% | -50.7% | +245.5% | +274.5% |
| All | +368.8% | -43.9% | +412.7% | +531.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling