+130.2%
SRE vs RCAT
-99.8%
+230.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +0.7% |
| 7D | +1.8% | -5.9% | +7.7% | +1.8% |
| 30D | -3.0% | -19.7% | +16.7% | -2.9% |
| 3M | -7.3% | -62.9% | +55.6% | -6.7% |
| 6M | -11.9% | -59.6% | +47.7% | -11.5% |
| YTD | -7.9% | -52.1% | +44.2% | -7.7% |
| 1Y | -11.1% | -50.9% | +39.8% | -11.1% |
| 3Y | +24.8% | +333.8% | -309.0% | +22.2% |
| 5Y | +52.4% | +40.7% | +11.6% | +49.7% |
| All | +130.2% | -99.8% | +230.0% | +112.5% |
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