+292.2%
RCL vs SGI
+41.4%
+250.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.2% | -5.3% | +4.1% | +1.9% |
| 30D | +17.8% | -2.1% | +19.9% | +18.7% |
| 3M | +4.9% | -8.2% | +13.1% | +9.1% |
| 6M | +23.7% | -4.6% | +28.3% | +25.0% |
| YTD | +17.8% | -31.5% | +49.3% | +43.5% |
| 1Y | +28.9% | -30.8% | +59.7% | +56.1% |
| 3Y | +241.9% | +67.2% | +174.7% | +132.4% |
| All | +292.2% | +41.4% | +250.8% | +142.9% |
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