+897.0%
RCL vs SFM
+40.3%
+856.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.8% | +6.2% | +2.1% |
| 7D | +6.5% | -1.2% | +7.7% | +6.7% |
| 30D | +15.9% | -24.8% | +40.6% | +19.8% |
| 3M | +2.7% | -43.7% | +46.4% | +10.6% |
| 6M | +15.2% | -37.3% | +52.5% | +21.3% |
| YTD | +19.2% | -38.4% | +57.6% | +25.1% |
| 1Y | +31.6% | -36.9% | +68.5% | +37.5% |
| 3Y | +274.2% | +20.7% | +253.5% | +255.3% |
| 5Y | +250.1% | +103.5% | +146.6% | +204.1% |
| 10Y | +388.4% | +139.7% | +248.7% | +292.2% |
| All | +897.0% | +40.3% | +856.7% | +811.3% |
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