+183.1%
STT vs RCAT
+331.8%
-148.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | 0.0% |
| 7D | +4.8% | -5.9% | +10.7% | +5.1% |
| 30D | +3.9% | -19.7% | +23.6% | +4.9% |
| 3M | -8.2% | -62.9% | +54.7% | -3.7% |
| 6M | +15.6% | -59.6% | +75.2% | +19.6% |
| YTD | +37.6% | -52.1% | +89.7% | +39.4% |
| 1Y | +50.1% | -50.9% | +101.0% | +51.3% |
| 3Y | +183.1% | +333.8% | -150.7% | +181.1% |
| All | +183.1% | +331.8% | -148.8% | +181.1% |
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 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