+151.5%
SPMO vs RCAT
+184.3%
-32.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +0.2% |
| 7D | +2.7% | -2.3% | +5.0% | +2.8% |
| 30D | +1.1% | -18.7% | +19.8% | +1.9% |
| 3M | +2.0% | -29.3% | +31.3% | +3.2% |
| 6M | +26.5% | -42.3% | +68.9% | +28.2% |
| YTD | +26.5% | +2.5% | +24.0% | +24.8% |
| 1Y | +27.9% | -5.7% | +33.6% | +25.7% |
| 3Y | +160.4% | +764.9% | -604.5% | +137.8% |
| 5Y | +151.5% | +182.3% | -30.8% | +132.0% |
| All | +151.5% | +184.3% | -32.8% | +132.0% |
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