-99.5%
SPXS vs RCAT
-98.5%
-1.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.5% | +7.9% | +1.3% |
| 7D | +1.2% | -2.3% | +3.5% | +1.2% |
| 30D | +5.2% | -18.7% | +23.9% | +4.8% |
| 3M | -9.2% | -29.3% | +20.1% | -9.5% |
| 6M | -29.6% | -42.3% | +12.7% | -29.8% |
| YTD | -27.6% | +2.5% | -30.1% | -26.9% |
| 1Y | -36.7% | -5.7% | -31.0% | -35.9% |
| 3Y | -79.8% | +764.9% | -844.7% | -78.5% |
| 5Y | -85.9% | +182.3% | -268.2% | -85.0% |
| 10Y | -99.5% | -98.5% | -1.1% | -99.5% |
| All | -99.5% | -98.5% | -1.1% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling