+234.8%
RCL vs SGI
+60.4%
+174.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.4% |
| 7D | -5.1% | +8.5% | -13.6% | -9.8% |
| 30D | -19.0% | +0.7% | -19.7% | -19.7% |
| 3M | -9.6% | +0.6% | -10.2% | -10.5% |
| 6M | -6.7% | -17.9% | +11.2% | +3.7% |
| YTD | -3.9% | -21.2% | +17.3% | +8.5% |
| 1Y | -25.1% | -18.9% | -6.2% | -17.5% |
| 3Y | +179.1% | +52.6% | +126.5% | +103.5% |
| All | +234.8% | +60.4% | +174.4% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling