+331.8%
SPGI vs RCAT
-99.8%
+431.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +18.6% | -19.6% | -1.1% |
| 7D | +0.3% | -12.7% | +13.0% | +0.4% |
| 30D | +18.4% | -34.3% | +52.7% | +18.8% |
| 3M | +15.7% | -53.4% | +69.1% | +16.4% |
| 6M | +17.3% | -62.0% | +79.2% | +18.0% |
| YTD | -4.7% | -49.1% | +44.3% | -4.6% |
| 1Y | +1.8% | -53.1% | +54.9% | +2.0% |
| 3Y | +31.7% | +318.7% | -287.0% | +28.1% |
| 5Y | +12.1% | +48.5% | -36.5% | +9.4% |
| All | +331.8% | -99.8% | +431.6% | +307.8% |
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 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