-15.4%
RKT vs SFM
-38.0%
+22.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.4% | -4.8% |
| 7D | +4.6% | -6.9% | +11.5% | +4.8% |
| 30D | +25.9% | -25.0% | +50.8% | +24.8% |
| 3M | +5.0% | -42.7% | +47.7% | +2.5% |
| 6M | -7.9% | -41.0% | +33.1% | -9.9% |
| YTD | -25.4% | -38.7% | +13.3% | -23.9% |
| 1Y | -15.4% | -38.1% | +22.7% | -14.4% |
| All | -15.4% | -38.0% | +22.6% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling