+61.7%
ROK vs SFM
+25.7%
+36.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | +6.1% | -0.4% | +6.5% | +6.1% |
| 30D | -6.5% | -19.2% | +12.7% | -5.4% |
| 3M | -10.2% | -40.3% | +30.1% | -6.7% |
| 6M | -10.6% | -40.9% | +30.2% | -7.3% |
| YTD | +4.9% | -35.5% | +40.4% | +7.3% |
| 1Y | +3.8% | -37.4% | +41.3% | +6.6% |
| All | +61.7% | +25.7% | +36.0% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling