+264.9%
ROK vs SFM
+137.0%
+128.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | +6.1% | -0.4% | +6.5% | +6.1% |
| 30D | -6.5% | -19.2% | +12.7% | -4.5% |
| 3M | -10.2% | -40.3% | +30.1% | -4.7% |
| 6M | -10.6% | -40.9% | +30.2% | -5.4% |
| YTD | +4.9% | -35.5% | +40.4% | +9.0% |
| 1Y | +3.8% | -37.4% | +41.3% | +8.3% |
| 3Y | +63.5% | +25.5% | +38.0% | +49.0% |
| 5Y | +30.9% | +113.0% | -82.1% | +8.1% |
| All | +264.9% | +137.0% | +128.0% | +186.2% |
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