-9.3%
SSPC vs RCL
+10.1%
-19.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +3.0% | -14.9% | -10.1% |
| 7D | -13.9% | +5.0% | -18.9% | -11.7% |
| 30D | +14.3% | +19.4% | -5.1% | +26.4% |
| 3M | -35.2% | +5.9% | -41.1% | -31.8% |
| All | -9.3% | +10.1% | -19.3% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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 · Available span rolling