+2,199.8%
SPGI vs RCAT
-100.0%
+2,299.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.6% |
| 7D | +0.1% | -1.4% | +1.6% | +0.1% |
| 30D | +8.4% | -3.3% | +11.8% | +8.4% |
| 3M | +11.8% | -43.2% | +55.1% | +11.9% |
| 6M | +5.7% | -43.2% | +48.9% | +5.8% |
| YTD | -9.7% | +5.5% | -15.2% | -9.8% |
| 1Y | -12.5% | -1.6% | -10.8% | -12.6% |
| 3Y | +21.8% | +773.7% | -751.9% | +20.9% |
| 5Y | +8.2% | +187.6% | -179.4% | +7.5% |
| 10Y | +309.5% | -98.5% | +408.0% | +305.4% |
| All | +2,199.8% | -100.0% | +2,299.8% | +2,277.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling