+194.4%
STT vs RCAT
-99.8%
+294.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | -0.2% |
| 7D | +5.1% | +15.6% | -10.4% | +5.0% |
| 30D | -0.2% | -24.1% | +23.9% | 0.0% |
| 3M | -8.1% | -61.9% | +53.7% | -7.5% |
| 6M | +16.6% | -64.3% | +81.0% | +17.4% |
| YTD | +37.8% | -50.4% | +88.2% | +38.2% |
| 1Y | +46.8% | -54.0% | +100.9% | +47.2% |
| 3Y | +181.2% | +347.2% | -166.0% | +175.8% |
| 5Y | +105.1% | +45.7% | +59.4% | +101.9% |
| All | +194.4% | -99.8% | +294.2% | +191.1% |
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