+97.0%
STM vs RCAT
-51.9%
+148.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.1% |
| 7D | +1.4% | +7.2% | -5.8% | 0.0% |
| 30D | -8.4% | -20.4% | +12.0% | -5.3% |
| 3M | -15.8% | -59.8% | +44.0% | -4.7% |
| 6M | -22.8% | -61.9% | +39.0% | -13.2% |
| YTD | +79.4% | -45.9% | +125.3% | +90.5% |
| 1Y | +97.0% | -50.5% | +147.5% | +110.3% |
| All | +97.0% | -51.9% | +148.8% | +110.3% |
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