+379.0%
RCL vs SFM
+146.8%
+232.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.9% |
| 7D | +5.0% | -10.2% | +15.2% | +6.5% |
| 30D | +19.4% | -23.9% | +43.3% | +23.0% |
| 3M | +5.9% | -42.3% | +48.2% | +13.2% |
| 6M | +23.8% | -40.1% | +63.9% | +30.9% |
| YTD | +22.8% | -37.8% | +60.6% | +28.3% |
| 1Y | +34.3% | -37.1% | +71.3% | +39.9% |
| 3Y | +276.4% | +21.5% | +254.9% | +261.6% |
| 5Y | +281.6% | +103.8% | +177.8% | +240.0% |
| 10Y | +379.0% | +142.0% | +237.0% | +300.7% |
| All | +379.0% | +146.8% | +232.2% | +300.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling