+1,292.0%
SRE vs RCAT
-100.0%
+1,392.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -5.6% | +7.2% | -12.9% | -5.7% |
| 30D | -4.5% | -20.4% | +15.9% | -4.5% |
| 3M | -7.7% | -59.8% | +52.0% | -7.6% |
| 6M | -14.4% | -61.9% | +47.4% | -14.4% |
| YTD | -9.4% | -45.9% | +36.5% | -9.4% |
| 1Y | -13.8% | -50.5% | +36.7% | -13.8% |
| 3Y | +22.2% | +387.5% | -365.3% | +21.8% |
| 5Y | +50.5% | +70.9% | -20.5% | +50.0% |
| 10Y | +124.1% | -99.7% | +223.8% | +123.7% |
| All | +1,292.0% | -100.0% | +1,392.0% | +1,340.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling