+157.5%
STT vs RCAT
+192.8%
-35.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.4% |
| 7D | +2.2% | +5.4% | -3.2% | +1.9% |
| 30D | +3.9% | -5.6% | +9.5% | +4.1% |
| 3M | +19.2% | -30.2% | +49.4% | +20.9% |
| 6M | +60.4% | -43.4% | +103.8% | +63.0% |
| YTD | +51.5% | +9.6% | +41.8% | +47.1% |
| 1Y | +76.3% | -2.0% | +78.3% | +70.7% |
| 3Y | +200.7% | +825.0% | -624.3% | +149.8% |
| 5Y | +157.5% | +199.8% | -42.4% | +119.5% |
| All | +157.5% | +192.8% | -35.3% | +119.5% |
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