-36.7%
SPXS vs RCAT
-7.9%
-28.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.5% | +7.9% | +0.5% |
| 7D | +1.2% | -2.3% | +3.5% | +1.0% |
| 30D | +5.2% | -18.7% | +23.9% | +2.4% |
| 3M | -9.2% | -29.3% | +20.1% | -11.6% |
| 6M | -29.6% | -42.3% | +12.7% | -31.4% |
| YTD | -27.6% | +2.5% | -30.1% | -22.4% |
| 1Y | -36.7% | -5.7% | -31.0% | -33.5% |
| All | -36.7% | -7.9% | -28.8% | -33.5% |
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 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