+914.3%
RCL vs SGI
+2,083.6%
-1,169.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -5.1% | +8.5% | -13.6% | -8.3% |
| 30D | -19.0% | +0.7% | -19.7% | -19.5% |
| 3M | -9.6% | +0.6% | -10.2% | -10.1% |
| 6M | -6.7% | -17.9% | +11.2% | +0.7% |
| YTD | -3.9% | -21.2% | +17.3% | +4.9% |
| 1Y | -25.1% | -18.9% | -6.2% | -19.6% |
| 3Y | +179.1% | +52.6% | +126.5% | +129.9% |
| 5Y | +243.3% | +60.7% | +182.6% | +172.3% |
| 10Y | +325.8% | +278.1% | +47.7% | +119.1% |
| All | +914.3% | +2,083.6% | -1,169.3% | +100.0% |
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