+335.5%
SAN vs RJF
+429.5%
-94.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.4% |
| 7D | -2.8% | -4.2% | +1.4% | -0.1% |
| 30D | -0.5% | -3.6% | +3.1% | +1.7% |
| 3M | +22.7% | +15.6% | +7.1% | +11.8% |
| 6M | +28.8% | +17.6% | +11.2% | +15.9% |
| YTD | +26.3% | +9.2% | +17.0% | +18.4% |
| 1Y | +48.8% | +5.5% | +43.3% | +41.9% |
| 3Y | +347.2% | +70.3% | +276.9% | +198.3% |
| 5Y | +383.8% | +106.0% | +277.7% | +176.7% |
| All | +335.5% | +429.5% | -94.0% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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