+410.2%
SPYG vs RCAT
-98.5%
+508.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -1.8% | -5.4% | +3.6% | -1.8% |
| 30D | -1.9% | -24.2% | +22.3% | -1.7% |
| 3M | +5.2% | -25.8% | +31.0% | +5.3% |
| 6M | +15.6% | -44.9% | +60.5% | +15.9% |
| YTD | +12.4% | +1.9% | +10.5% | +12.1% |
| 1Y | +17.5% | -5.2% | +22.6% | +17.1% |
| 3Y | +98.1% | +759.6% | -661.5% | +94.1% |
| 5Y | +84.9% | +187.5% | -102.6% | +81.5% |
| All | +410.2% | -98.5% | +508.7% | +392.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling