+56.1%
RPRX vs SFM
+214.9%
-158.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.2% |
| 7D | -4.0% | -7.2% | +3.2% | -3.6% |
| 30D | +4.9% | -14.3% | +19.3% | +5.7% |
| 3M | +9.4% | -13.7% | +23.1% | +10.0% |
| 6M | +33.3% | -6.0% | +39.3% | +33.3% |
| YTD | +59.0% | -8.2% | +67.2% | +59.1% |
| 1Y | +69.2% | -46.2% | +115.5% | +74.8% |
| 3Y | +124.1% | +83.6% | +40.5% | +106.4% |
| 5Y | +77.9% | +212.7% | -134.9% | +57.7% |
| All | +56.1% | +214.9% | -158.8% | +36.9% |
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