+49.2%
SRE vs RCAT
+192.8%
-143.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +1.6% |
| 7D | +1.4% | +5.4% | -4.0% | +1.3% |
| 30D | +1.9% | -5.6% | +7.5% | +2.0% |
| 3M | -3.3% | -30.2% | +26.9% | -2.8% |
| 6M | -6.4% | -43.4% | +37.0% | -5.9% |
| YTD | -1.8% | +9.6% | -11.5% | -3.2% |
| 1Y | +10.7% | -2.0% | +12.7% | +9.0% |
| 3Y | +31.8% | +825.0% | -793.2% | +23.0% |
| 5Y | +49.2% | +199.8% | -150.6% | +39.9% |
| All | +49.2% | +192.8% | -143.6% | +39.9% |
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