+96.5%
STM vs RCAT
-59.1%
+155.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -10.3% | +4.3% | -4.4% |
| 7D | -6.0% | -18.5% | +12.5% | -2.8% |
| 30D | -20.9% | -37.0% | +16.0% | -15.2% |
| 3M | -15.8% | -54.9% | +39.1% | -5.8% |
| 6M | -17.0% | -63.6% | +46.6% | -5.7% |
| YTD | +76.8% | -49.6% | +126.4% | +90.7% |
| 1Y | +96.5% | -57.8% | +154.3% | +117.6% |
| All | +96.5% | -59.1% | +155.6% | +117.6% |
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