+573.2%
SPMO vs RCAT
-98.6%
+671.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.6% |
| 7D | +2.0% | -1.4% | +3.4% | +2.0% |
| 30D | -0.4% | -3.3% | +3.0% | -0.4% |
| 3M | -1.9% | -43.2% | +41.3% | -1.5% |
| 6M | +25.0% | -43.2% | +68.2% | +25.4% |
| YTD | +26.0% | +5.5% | +20.5% | +25.7% |
| 1Y | +28.7% | -1.6% | +30.3% | +28.3% |
| 3Y | +160.9% | +773.7% | -612.8% | +155.4% |
| 5Y | +147.9% | +187.6% | -39.7% | +143.1% |
| 10Y | +518.9% | -98.5% | +617.4% | +463.6% |
| All | +573.2% | -98.6% | +671.8% | +505.1% |
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