-24.1%
RKT vs SFM
+108.3%
-132.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -9.0% | +6.0% | -15.0% | -9.7% |
| 30D | +30.2% | -19.5% | +49.7% | +33.1% |
| 3M | -8.8% | -37.0% | +28.2% | -3.8% |
| 6M | -0.9% | -41.0% | +40.1% | +5.0% |
| YTD | -29.2% | -34.6% | +5.5% | -26.5% |
| 1Y | -20.1% | -36.3% | +16.2% | -16.7% |
| 3Y | +81.3% | +24.5% | +56.8% | +52.5% |
| 5Y | -6.6% | +115.9% | -122.5% | -30.8% |
| All | -24.1% | +108.3% | -132.4% | -32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling