+391.6%
STT vs RCAT
-100.0%
+491.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +18.6% | -18.4% | +0.2% |
| 7D | -2.5% | -12.7% | +10.3% | -2.5% |
| 30D | -5.0% | -34.3% | +29.4% | -4.9% |
| 3M | -10.5% | -53.4% | +42.9% | -10.4% |
| 6M | +10.0% | -62.0% | +72.0% | +10.0% |
| YTD | +30.7% | -49.1% | +79.7% | +30.7% |
| 1Y | +43.8% | -53.1% | +96.9% | +43.8% |
| 3Y | +168.1% | +318.7% | -150.6% | +168.3% |
| 5Y | +101.4% | +48.5% | +52.9% | +101.5% |
| 10Y | +211.3% | -99.6% | +310.9% | +221.6% |
| All | +391.6% | -100.0% | +491.6% | +479.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling