+131.4%
STM vs RCAT
-100.0%
+231.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +18.6% | -14.2% | +4.3% |
| 7D | -10.7% | -12.7% | +2.0% | -10.7% |
| 30D | -25.7% | -34.3% | +8.6% | -25.6% |
| 3M | -21.6% | -53.4% | +31.8% | -21.3% |
| 6M | -27.8% | -62.0% | +34.2% | -27.5% |
| YTD | +61.8% | -49.1% | +110.8% | +62.1% |
| 1Y | +78.1% | -53.1% | +131.2% | +78.5% |
| 3Y | +4.9% | +318.7% | -313.8% | +3.7% |
| 5Y | -14.3% | +48.5% | -62.8% | -15.1% |
| 10Y | +414.1% | -99.6% | +513.7% | +383.9% |
| All | +131.4% | -100.0% | +231.4% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling