+350.2%
RCL vs SGI
+261.3%
+88.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | 0.0% |
| 7D | -0.5% | +9.3% | -9.7% | -5.0% |
| 30D | -17.3% | +6.9% | -24.2% | -20.3% |
| 3M | -2.8% | +2.8% | -5.6% | -4.7% |
| 6M | -4.4% | -12.6% | +8.2% | +1.6% |
| YTD | -4.2% | -21.5% | +17.4% | +6.8% |
| 1Y | -23.4% | -18.8% | -4.6% | -16.6% |
| 3Y | +179.4% | +60.8% | +118.6% | +111.9% |
| 5Y | +238.8% | +60.0% | +178.7% | +145.9% |
| 10Y | +350.2% | +267.8% | +82.4% | +91.4% |
| All | +350.2% | +261.3% | +88.8% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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