+21.0%
STM vs RCAT
+183.7%
-162.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.0% |
| 7D | +5.8% | -1.4% | +7.2% | +5.9% |
| 30D | -1.0% | -3.3% | +2.3% | -0.9% |
| 3M | -33.3% | -43.2% | +10.0% | -30.9% |
| 6M | +57.4% | -43.2% | +100.5% | +61.2% |
| YTD | +102.2% | +5.5% | +96.6% | +97.8% |
| 1Y | +99.6% | -1.6% | +101.2% | +93.8% |
| 3Y | +14.5% | +773.7% | -759.2% | -5.8% |
| All | +21.0% | +183.7% | -162.8% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling