+204.8%
STT vs RCAT
+762.9%
-558.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.3% |
| 7D | +0.5% | -1.4% | +1.9% | +0.6% |
| 30D | +3.9% | -3.3% | +7.2% | +3.9% |
| 3M | +20.0% | -43.2% | +63.2% | +22.8% |
| 6M | +55.3% | -43.2% | +98.5% | +57.6% |
| YTD | +53.3% | +5.5% | +47.8% | +49.5% |
| 1Y | +74.7% | -1.6% | +76.3% | +69.7% |
| All | +204.8% | +762.9% | -558.1% | +189.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling