+204.4%
RKLB vs SFM
+217.9%
-13.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.3% | -3.2% |
| 7D | 0.0% | -7.2% | +7.1% | +1.8% |
| 30D | -21.2% | -14.3% | -6.9% | -18.3% |
| 3M | -41.7% | -13.7% | -28.0% | -39.8% |
| 6M | -11.8% | -6.0% | -5.7% | -11.3% |
| YTD | -9.6% | -8.2% | -1.4% | -8.9% |
| 1Y | +34.1% | -46.2% | +80.4% | +56.0% |
| 3Y | +917.3% | +83.6% | +833.7% | +882.8% |
| 5Y | +204.4% | +212.7% | -8.3% | +169.7% |
| All | +204.4% | +217.9% | -13.5% | +169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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