+61.8%
STM vs RKT
+0.4%
+61.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +6.6% |
| 7D | -5.6% | +10.3% | -15.9% | -7.2% |
| 30D | -14.4% | +32.3% | -46.8% | -18.6% |
| 3M | -20.5% | +10.7% | -31.2% | -22.3% |
| 6M | -24.5% | -3.2% | -21.3% | -25.0% |
| YTD | +72.7% | -21.5% | +94.2% | +75.9% |
| 1Y | +91.0% | -6.0% | +97.0% | +88.7% |
| 3Y | +13.5% | +104.2% | -90.7% | -3.7% |
| 5Y | -9.2% | +2.5% | -11.7% | -21.3% |
| All | +61.8% | +0.4% | +61.4% | +37.5% |
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