-4.5%
STM vs RCAT
+68.2%
-72.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.3% |
| 7D | +1.4% | +7.2% | -5.8% | +0.8% |
| 30D | -8.4% | -20.4% | +12.0% | -6.7% |
| 3M | -15.8% | -59.8% | +44.0% | -9.7% |
| 6M | -22.8% | -61.9% | +39.0% | -17.6% |
| YTD | +79.4% | -45.9% | +125.3% | +84.5% |
| 1Y | +97.0% | -50.5% | +147.5% | +102.9% |
| 3Y | +14.2% | +387.5% | -373.3% | -3.8% |
| 5Y | -4.5% | +70.9% | -75.4% | -16.6% |
| All | -4.5% | +68.2% | -72.7% | -16.6% |
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