+201.0%
STT vs RCAT
-99.6%
+300.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +11.4% | -8.2% | +3.1% |
| 7D | +0.9% | +1.1% | -0.2% | +0.9% |
| 30D | -2.3% | -22.0% | +19.7% | -2.2% |
| 3M | -7.0% | -51.1% | +44.2% | -6.5% |
| 6M | +15.5% | -56.6% | +72.1% | +16.1% |
| YTD | +35.6% | -43.3% | +78.8% | +35.8% |
| 1Y | +47.9% | -51.5% | +99.4% | +48.2% |
| 3Y | +181.1% | +411.4% | -230.3% | +175.4% |
| 5Y | +108.2% | +74.4% | +33.8% | +104.6% |
| 10Y | +201.0% | -99.6% | +300.6% | +194.6% |
| All | +201.0% | -99.6% | +300.6% | +194.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling