-7.7%
SRE vs RCAT
-59.1%
+51.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -10.3% | +7.4% | -2.9% |
| 7D | -2.1% | -18.5% | +16.4% | -2.2% |
| 30D | +6.1% | -37.0% | +43.0% | +5.8% |
| 3M | -3.5% | -54.9% | +51.3% | -4.0% |
| 6M | -10.8% | -63.6% | +52.8% | -11.4% |
| YTD | -4.0% | -49.6% | +45.6% | -6.8% |
| 1Y | -7.7% | -57.8% | +50.1% | -9.6% |
| All | -7.7% | -59.1% | +51.5% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling