+226.2%
SU vs RCAT
+41.8%
+184.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.0% |
| 7D | +1.7% | -5.9% | +7.7% | +1.8% |
| 30D | -7.9% | -19.7% | +11.8% | -7.5% |
| 3M | +7.5% | -62.9% | +70.4% | +10.2% |
| 6M | +7.2% | -59.6% | +66.8% | +9.1% |
| YTD | +60.9% | -52.1% | +113.0% | +61.7% |
| 1Y | +63.6% | -50.9% | +114.6% | +64.0% |
| 3Y | +128.9% | +333.8% | -204.9% | +105.4% |
| All | +226.2% | +41.8% | +184.5% | +205.7% |
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