+90.1%
STM vs RCAT
-56.5%
+146.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +1.5% |
| 7D | -7.9% | -5.6% | -2.3% | -7.3% |
| 30D | -14.1% | -27.0% | +12.9% | -10.1% |
| 3M | -17.6% | -57.9% | +40.3% | -7.2% |
| 6M | -24.2% | -59.4% | +35.2% | -15.1% |
| YTD | +73.3% | -46.9% | +120.2% | +84.7% |
| 1Y | +90.1% | -54.0% | +144.1% | +105.5% |
| All | +90.1% | -56.5% | +146.6% | +105.5% |
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 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