+47.3%
SRE vs RCAT
+71.1%
-23.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.4% | -10.6% | +0.5% |
| 7D | -8.4% | +1.1% | -9.5% | -8.4% |
| 30D | -3.2% | -22.0% | +18.9% | -2.8% |
| 3M | -5.3% | -51.1% | +45.8% | -4.1% |
| 6M | -12.6% | -56.6% | +44.0% | -11.7% |
| YTD | -8.8% | -43.3% | +34.5% | -9.1% |
| 1Y | -13.4% | -51.5% | +38.1% | -13.5% |
| 3Y | +24.4% | +411.4% | -387.0% | +16.7% |
| 5Y | +47.3% | +74.4% | -27.1% | +43.4% |
| All | +47.3% | +71.1% | -23.8% | +43.4% |
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