-20.0%
RKT vs SFM
+95.5%
-115.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.4% | -4.7% |
| 7D | +4.6% | -6.9% | +11.5% | +5.7% |
| 30D | +25.9% | -25.0% | +50.8% | +30.0% |
| 3M | +5.0% | -42.7% | +47.7% | +12.2% |
| 6M | -7.9% | -41.0% | +33.1% | -2.5% |
| YTD | -25.4% | -38.7% | +13.3% | -21.9% |
| 1Y | -15.4% | -38.1% | +22.7% | -11.6% |
| 3Y | +83.3% | +19.3% | +64.0% | +54.8% |
| 5Y | -0.8% | +103.1% | -103.9% | -25.9% |
| All | -20.0% | +95.5% | -115.5% | -28.0% |
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