+100.5%
SPYG vs RCAT
+796.4%
-695.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.7% |
| 7D | +1.2% | +5.4% | -4.2% | +0.9% |
| 30D | -1.6% | -5.6% | +4.0% | -1.4% |
| 3M | +3.4% | -30.2% | +33.6% | +4.6% |
| 6M | +18.9% | -43.4% | +62.3% | +20.6% |
| YTD | +13.8% | +9.6% | +4.1% | +11.7% |
| 1Y | +20.6% | -2.0% | +22.6% | +18.1% |
| 3Y | +100.5% | +825.0% | -724.5% | +96.9% |
| All | +100.5% | +796.4% | -695.9% | +96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling