+78.0%
SPG vs RCAT
+46.9%
+31.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +18.6% | -17.8% | +0.5% |
| 7D | +4.9% | -12.7% | +17.6% | +5.1% |
| 30D | +15.6% | -34.3% | +49.9% | +16.4% |
| 3M | +4.1% | -53.4% | +57.5% | +5.4% |
| 6M | +13.6% | -62.0% | +75.5% | +15.1% |
| YTD | +27.5% | -49.1% | +76.6% | +27.1% |
| 1Y | +32.2% | -53.1% | +85.4% | +31.8% |
| 3Y | +126.0% | +318.7% | -192.6% | +106.3% |
| All | +78.0% | +46.9% | +31.1% | +69.5% |
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