+350.2%
RCL vs SFM
+293.3%
+56.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +0.6% |
| 7D | -0.5% | -5.8% | +5.4% | +0.3% |
| 30D | -17.3% | -11.4% | -6.0% | -16.1% |
| 3M | -2.8% | -12.2% | +9.4% | -1.4% |
| 6M | -4.4% | -5.2% | +0.8% | -4.7% |
| YTD | -4.2% | -4.5% | +0.3% | -4.8% |
| 1Y | -23.4% | -45.4% | +22.0% | -17.5% |
| 3Y | +179.4% | +91.1% | +88.3% | +155.7% |
| 5Y | +238.8% | +226.8% | +12.0% | +188.3% |
| 10Y | +350.2% | +291.9% | +58.3% | +278.6% |
| All | +350.2% | +293.3% | +56.9% | +278.6% |
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