+397.5%
SPYG vs RCAT
-99.8%
+497.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.9% |
| 7D | +2.3% | -5.9% | +8.3% | +2.4% |
| 30D | -6.5% | -19.7% | +13.2% | -6.3% |
| 3M | -6.8% | -62.9% | +56.0% | -6.2% |
| 6M | -3.1% | -59.6% | +56.4% | -2.6% |
| YTD | +8.0% | -52.1% | +60.1% | +8.3% |
| 1Y | +10.2% | -50.9% | +61.1% | +10.5% |
| 3Y | +91.0% | +333.8% | -242.8% | +88.1% |
| 5Y | +67.7% | +40.7% | +27.0% | +65.6% |
| All | +397.5% | -99.8% | +497.3% | +383.2% |
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 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