+755.0%
SW vs RCAT
-99.5%
+854.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.3% |
| 7D | -5.1% | -1.4% | -3.7% | -5.1% |
| 30D | -4.6% | -3.3% | -1.2% | -4.6% |
| 3M | +9.4% | -43.2% | +52.6% | +9.3% |
| 6M | +3.5% | -43.2% | +46.7% | +3.5% |
| YTD | +22.0% | +5.5% | +16.5% | +22.1% |
| 1Y | +2.2% | -1.6% | +3.9% | +2.3% |
| 3Y | +19.6% | +773.7% | -754.1% | +20.4% |
| 5Y | -2.3% | +187.6% | -190.0% | -1.8% |
| 10Y | +181.4% | -98.5% | +279.8% | +196.7% |
| All | +755.0% | -99.5% | +854.5% | +840.3% |
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