-11.1%
SRE vs RCAT
-54.8%
+43.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +0.7% |
| 7D | +1.8% | -5.9% | +7.7% | +1.7% |
| 30D | -3.0% | -19.7% | +16.7% | -3.0% |
| 3M | -7.3% | -62.9% | +55.6% | -7.7% |
| 6M | -11.9% | -59.6% | +47.7% | -12.6% |
| YTD | -7.9% | -52.1% | +44.2% | -10.8% |
| 1Y | -11.1% | -50.9% | +39.8% | -14.5% |
| All | -11.1% | -54.8% | +43.6% | -14.5% |
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 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