+114.4%
SPMO vs RCAT
+41.8%
+72.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.9% | -1.4% |
| 7D | +6.3% | -5.9% | +12.3% | +6.7% |
| 30D | -8.9% | -19.7% | +10.8% | -8.0% |
| 3M | -13.2% | -62.9% | +49.6% | -9.3% |
| 6M | -9.3% | -59.6% | +50.3% | -6.0% |
| YTD | +11.6% | -52.1% | +63.6% | +13.8% |
| 1Y | +13.4% | -50.9% | +64.3% | +15.3% |
| 3Y | +122.9% | +333.8% | -210.9% | +109.3% |
| All | +114.4% | +41.8% | +72.6% | +106.8% |
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 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