+356.3%
SU vs RCAT
+179.4%
+176.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.2% | +1.8% |
| 7D | +1.6% | -2.3% | +3.9% | +1.6% |
| 30D | +10.7% | -18.7% | +29.4% | +11.3% |
| 3M | +13.5% | -29.3% | +42.8% | +14.3% |
| 6M | +21.8% | -42.3% | +64.1% | +22.8% |
| YTD | +58.8% | +2.5% | +56.3% | +56.6% |
| 1Y | +72.0% | -5.7% | +77.7% | +69.0% |
| 3Y | +121.7% | +764.9% | -643.2% | +94.2% |
| All | +356.3% | +179.4% | +176.9% | +311.4% |
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 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