+69.2%
SPYG vs RCAT
+63.2%
+6.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.6% | -0.5% |
| 7D | -1.9% | -5.6% | +3.7% | -1.8% |
| 30D | -9.2% | -27.0% | +17.9% | -7.9% |
| 3M | -6.8% | -57.9% | +51.1% | -3.0% |
| 6M | -2.6% | -59.4% | +56.8% | +0.9% |
| YTD | +7.5% | -46.9% | +54.4% | +8.8% |
| 1Y | +6.7% | -54.0% | +60.7% | +8.4% |
| 3Y | +90.1% | +378.4% | -288.3% | +69.2% |
| 5Y | +69.2% | +61.9% | +7.3% | +59.3% |
| All | +69.2% | +63.2% | +6.0% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling