+703.4%
RCL vs SFM
+132.6%
+570.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.6% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | -19.0% | -4.4% | -14.6% | -18.5% |
| 3M | -9.6% | +1.5% | -11.1% | -10.2% |
| 6M | -6.7% | +6.5% | -13.2% | -8.6% |
| YTD | -3.9% | +2.2% | -6.1% | -5.5% |
| 1Y | -25.1% | -41.9% | +16.8% | -19.8% |
| 3Y | +179.1% | +106.8% | +72.4% | +147.3% |
| 5Y | +243.3% | +231.6% | +11.7% | +180.0% |
| 10Y | +325.8% | +258.4% | +67.3% | +225.2% |
| All | +703.4% | +132.6% | +570.8% | +588.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling