+13.7%
SPGI vs RCAT
+41.8%
-28.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.2% |
| 7D | +1.2% | -5.9% | +7.2% | +1.4% |
| 30D | +15.9% | -19.7% | +35.6% | +16.5% |
| 3M | +12.3% | -62.9% | +75.2% | +15.9% |
| 6M | +23.7% | -59.6% | +83.3% | +26.4% |
| YTD | -3.5% | -52.1% | +48.5% | -3.0% |
| 1Y | +0.4% | -50.9% | +51.3% | +0.7% |
| 3Y | +29.9% | +333.8% | -303.9% | +13.0% |
| All | +13.7% | +41.8% | -28.1% | +6.0% |
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