-30.4%
SPXS vs RCAT
-59.1%
+28.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -10.3% | +5.4% | -6.4% |
| 7D | +2.2% | -18.5% | +20.7% | -0.9% |
| 30D | +3.8% | -37.0% | +40.7% | -2.9% |
| 3M | +3.3% | -54.9% | +58.2% | -7.4% |
| 6M | -16.7% | -63.6% | +47.0% | -25.6% |
| YTD | -28.5% | -49.6% | +21.0% | -29.8% |
| 1Y | -30.4% | -57.8% | +27.4% | -33.2% |
| All | -30.4% | -59.1% | +28.7% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling