+818.1%
SPYM vs RCAT
-100.0%
+918.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.3% |
| 7D | -0.9% | +7.2% | -8.2% | -0.9% |
| 30D | -2.4% | -20.4% | +18.0% | -2.3% |
| 3M | -1.1% | -59.8% | +58.6% | -1.0% |
| 6M | +3.3% | -61.9% | +65.2% | +3.5% |
| YTD | +12.4% | -45.9% | +58.3% | +12.4% |
| 1Y | +12.5% | -50.5% | +63.0% | +12.6% |
| 3Y | +79.1% | +387.5% | -308.4% | +78.2% |
| 5Y | +75.7% | +70.9% | +4.8% | +74.9% |
| 10Y | +313.9% | -99.7% | +413.6% | +308.7% |
| All | +818.1% | -100.0% | +918.0% | +806.0% |
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