+465.1%
STM vs RCAT
-99.8%
+564.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.6% |
| 7D | +12.0% | -5.9% | +17.9% | +12.1% |
| 30D | -0.4% | -19.7% | +19.3% | -0.1% |
| 3M | -13.2% | -62.9% | +49.7% | -12.1% |
| 6M | -26.1% | -59.6% | +33.5% | -25.2% |
| YTD | +81.2% | -52.1% | +133.3% | +82.4% |
| 1Y | +98.3% | -50.9% | +149.2% | +99.4% |
| 3Y | +16.7% | +333.8% | -317.1% | +13.6% |
| 5Y | -4.8% | +40.7% | -45.6% | -7.0% |
| All | +465.1% | -99.8% | +564.9% | +450.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling