+1,383.1%
SRE vs RCAT
-100.0%
+1,483.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.6% |
| 7D | -0.3% | -1.4% | +1.1% | -0.3% |
| 30D | -0.7% | -3.3% | +2.6% | -0.7% |
| 3M | -6.3% | -43.2% | +36.9% | -6.3% |
| 6M | -10.7% | -43.2% | +32.5% | -10.6% |
| YTD | -3.5% | +5.5% | -9.0% | -3.5% |
| 1Y | +5.3% | -1.6% | +6.9% | +5.2% |
| 3Y | +31.8% | +773.7% | -741.9% | +31.3% |
| 5Y | +47.4% | +187.6% | -140.3% | +46.8% |
| 10Y | +120.6% | -98.5% | +219.0% | +120.2% |
| All | +1,383.1% | -100.0% | +1,483.1% | +1,433.8% |
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