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  • SAN vs RJF✓SelectedUSD · RJFSAN vs RJF performance historyLatest closeAs of-0.80%09/04
Stock and ETF performance explorer

SAN vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,101.2%
RJF return
+49,848.3%
Excess return
-47,747.1%
Maximum drawdown
-80.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D-0.8%-1.6%+0.8%-0.1%
7D+1.8%-0.6%+2.4%+2.0%
30D+2.0%-1.3%+3.2%+2.5%
3M+19.7%+18.9%+0.8%+10.6%
6M+30.6%+15.0%+15.6%+22.4%
YTD+28.8%+12.2%+16.6%+21.8%
1Y+57.8%+5.6%+52.1%+52.8%
3Y+338.1%+74.9%+263.3%+230.7%
5Y+384.2%+106.6%+277.6%+237.9%
10Y+353.1%+433.1%-79.9%+108.7%
All+2,101.2%+49,848.3%-47,747.1%+238.7%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling