-22.2%
RKT vs SFM
+225.6%
-247.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.5% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | +1.4% | -4.4% | +5.8% | +1.8% |
| 3M | +6.3% | +1.5% | +4.8% | +5.5% |
| 6M | -15.5% | +6.5% | -21.9% | -17.2% |
| YTD | -27.4% | +2.2% | -29.5% | -28.5% |
| 1Y | -26.6% | -41.9% | +15.3% | -21.1% |
| 3Y | +41.2% | +106.8% | -65.5% | +11.0% |
| 5Y | -6.4% | +231.6% | -238.0% | -34.0% |
| All | -22.2% | +225.6% | -247.8% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling