-4.6%
STM vs RCAT
+41.8%
-46.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.9% |
| 7D | +12.0% | -5.9% | +17.9% | +12.6% |
| 30D | -0.4% | -19.7% | +19.3% | +1.5% |
| 3M | -13.2% | -62.9% | +49.7% | -6.2% |
| 6M | -26.1% | -59.6% | +33.5% | -21.0% |
| YTD | +81.2% | -52.1% | +133.3% | +88.3% |
| 1Y | +98.3% | -50.9% | +149.2% | +105.0% |
| 3Y | +16.7% | +333.8% | -317.1% | -0.6% |
| All | -4.6% | +41.8% | -46.4% | -17.0% |
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 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