-100.0%
SPXS vs RCAT
-99.8%
-0.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.5% | +1.1% |
| 7D | +0.4% | -5.6% | +6.0% | +0.4% |
| 30D | +10.8% | -27.0% | +37.9% | +10.7% |
| 3M | +9.6% | -57.9% | +67.5% | +9.2% |
| 6M | -4.7% | -59.4% | +54.7% | -5.0% |
| YTD | -24.6% | -46.9% | +22.4% | -24.6% |
| 1Y | -24.6% | -54.0% | +29.5% | -24.6% |
| 3Y | -79.8% | +378.4% | -458.2% | -79.5% |
| 5Y | -83.3% | +61.9% | -145.2% | -83.1% |
| 10Y | -99.5% | -99.6% | +0.1% | -99.5% |
| All | -100.0% | -99.8% | -0.2% | -100.0% |
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