+21.6%
SPG vs RCAT
+1.5%
+20.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.9% | -2.7% | +1.2% |
| 7D | 0.0% | +5.4% | -5.4% | +0.1% |
| 30D | -4.9% | -5.6% | +0.6% | -5.0% |
| 3M | +3.3% | -30.2% | +33.5% | +3.2% |
| 6M | +11.2% | -43.4% | +54.6% | +10.9% |
| YTD | +17.1% | +9.6% | +7.4% | +15.3% |
| 1Y | +21.6% | -2.0% | +23.6% | +19.1% |
| All | +21.6% | +1.5% | +20.1% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling