+99.4%
STT vs RCAT
+46.9%
+52.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +18.6% | -18.4% | -0.9% |
| 7D | -2.5% | -12.7% | +10.3% | -1.9% |
| 30D | -5.0% | -34.3% | +29.4% | -2.9% |
| 3M | -10.5% | -53.4% | +42.9% | -7.0% |
| 6M | +10.0% | -62.0% | +72.0% | +14.5% |
| YTD | +30.7% | -49.1% | +79.7% | +32.0% |
| 1Y | +43.8% | -53.1% | +96.9% | +45.4% |
| 3Y | +168.1% | +318.7% | -150.6% | +133.6% |
| All | +99.4% | +46.9% | +52.5% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling