+59.0%
SPG vs RCAT
-98.5%
+157.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -1.0% |
| 7D | -2.4% | -1.4% | -1.0% | -2.4% |
| 30D | -6.8% | -3.3% | -3.5% | -6.8% |
| 3M | +2.7% | -43.2% | +45.9% | +2.8% |
| 6M | +5.5% | -43.2% | +48.6% | +5.5% |
| YTD | +15.7% | +5.5% | +10.2% | +15.5% |
| 1Y | +20.9% | -1.6% | +22.5% | +20.6% |
| 3Y | +112.4% | +773.7% | -661.3% | +109.8% |
| 5Y | +101.4% | +187.6% | -86.3% | +99.1% |
| All | +59.0% | -98.5% | +157.4% | +60.6% |
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