+189.2%
STM vs RCAT
-100.0%
+289.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +1.9% |
| 7D | +5.8% | -1.4% | +7.2% | +5.8% |
| 30D | -1.0% | -3.3% | +2.3% | -1.0% |
| 3M | -33.3% | -43.2% | +10.0% | -33.1% |
| 6M | +57.4% | -43.2% | +100.5% | +57.6% |
| YTD | +102.2% | +5.5% | +96.6% | +101.9% |
| 1Y | +99.6% | -1.6% | +101.2% | +99.2% |
| 3Y | +14.5% | +773.7% | -759.2% | +12.7% |
| 5Y | +21.4% | +187.6% | -166.3% | +19.7% |
| 10Y | +695.0% | -98.5% | +793.4% | +644.2% |
| All | +189.2% | -100.0% | +289.2% | +150.4% |
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