+2,101.2%
SAN vs RJF
+49,848.3%
-47,747.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 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