+4.9%
STM vs RKT
+85.3%
-80.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +4.1% |
| 7D | -10.7% | +17.7% | -28.4% | -13.7% |
| 30D | -25.7% | +31.6% | -57.4% | -30.1% |
| 3M | -21.6% | +13.9% | -35.5% | -24.1% |
| 6M | -27.8% | +2.8% | -30.6% | -29.3% |
| YTD | +61.8% | -22.2% | +84.0% | +65.2% |
| 1Y | +78.1% | -3.5% | +81.6% | +73.9% |
| 3Y | +4.9% | +95.3% | -90.4% | -18.7% |
| All | +4.9% | +85.3% | -80.4% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling