+203.1%
STT vs RCAT
-99.7%
+302.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.5% |
| 7D | +0.4% | +7.2% | -6.8% | +0.4% |
| 30D | -0.4% | -20.4% | +20.0% | -0.3% |
| 3M | -6.5% | -59.8% | +53.3% | -5.8% |
| 6M | +17.2% | -61.9% | +79.0% | +17.9% |
| YTD | +38.2% | -45.9% | +84.1% | +38.4% |
| 1Y | +49.3% | -50.5% | +99.8% | +49.6% |
| 3Y | +181.9% | +387.5% | -205.6% | +176.3% |
| 5Y | +106.9% | +70.9% | +36.0% | +103.3% |
| 10Y | +203.1% | -99.7% | +302.9% | +198.7% |
| All | +203.1% | -99.7% | +302.9% | +198.7% |
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