-25.1%
RCL vs SFM
-41.4%
+16.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.1% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | -19.0% | -4.4% | -14.6% | -19.1% |
| 3M | -9.6% | +1.5% | -11.1% | -9.6% |
| 6M | -6.7% | +6.5% | -13.2% | -7.2% |
| YTD | -3.9% | +2.2% | -6.1% | -4.5% |
| 1Y | -25.1% | -41.9% | +16.8% | -15.3% |
| All | -25.1% | -41.4% | +16.3% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling