-7.2%
RKT vs SFM
+219.5%
-226.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -1.0% |
| 7D | +6.0% | -5.8% | +11.8% | +6.7% |
| 30D | +0.7% | -11.4% | +12.0% | +2.0% |
| 3M | +11.8% | -12.2% | +24.0% | +13.2% |
| 6M | -7.6% | -5.2% | -2.5% | -8.0% |
| YTD | -28.7% | -4.5% | -24.2% | -29.2% |
| 1Y | -32.6% | -45.4% | +12.8% | -26.9% |
| 3Y | +42.1% | +91.1% | -49.0% | +10.6% |
| 5Y | -7.2% | +226.8% | -233.9% | -32.1% |
| All | -7.2% | +219.5% | -226.7% | -32.1% |
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