+43.5%
RJF vs SARO
-23.7%
+67.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.2% | -0.4% |
| 7D | -4.2% | -4.0% | -0.2% | -3.0% |
| 30D | -3.6% | -16.1% | +12.5% | +1.5% |
| 3M | +15.6% | -4.5% | +20.2% | +16.7% |
| 6M | +17.6% | -17.0% | +34.6% | +23.2% |
| YTD | +9.2% | -17.5% | +26.8% | +14.4% |
| 1Y | +5.5% | -12.3% | +17.8% | +7.5% |
| All | +43.5% | -23.7% | +67.2% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 all: compounded portfolio wealth divided by compounded SARO 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…
all analysis · Full analysis span regression · 6 months rolling