+88.5%
STM vs RKT
-8.7%
+97.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | +5.2% | +6.0% | -0.8% | +4.1% |
| 30D | -7.4% | +0.7% | -8.0% | -7.6% |
| 3M | -30.6% | +11.8% | -42.5% | -32.2% |
| 6M | +66.4% | -7.6% | +74.0% | +67.2% |
| YTD | +101.1% | -28.7% | +129.8% | +109.2% |
| 1Y | +97.4% | -32.6% | +129.9% | +106.1% |
| 3Y | +21.1% | +42.1% | -21.0% | +8.7% |
| 5Y | +22.5% | -7.2% | +29.6% | +8.3% |
| All | +88.5% | -8.7% | +97.1% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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