+1,207.5%
RCL vs SGI
+1,862.0%
-654.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.3% | +6.1% | +3.0% |
| 7D | +8.5% | -3.9% | +12.5% | +10.1% |
| 30D | +20.4% | +0.9% | +19.5% | +19.7% |
| 3M | +11.0% | -2.9% | +13.9% | +11.6% |
| 6M | +24.9% | -9.0% | +33.8% | +28.6% |
| YTD | +23.9% | -29.2% | +53.0% | +40.6% |
| 1Y | +30.8% | -32.3% | +63.1% | +51.2% |
| 3Y | +270.4% | +72.4% | +198.0% | +191.1% |
| 5Y | +296.1% | +50.6% | +245.5% | +221.8% |
| 10Y | +375.0% | +335.2% | +39.8% | +137.7% |
| All | +1,207.5% | +1,862.0% | -654.5% | +168.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling