+179.0%
SAP vs RJF
+428.4%
-249.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -0.3% | -0.3% | 0.0% | -0.1% |
| 30D | +0.3% | -2.0% | +2.3% | +1.0% |
| 3M | +16.9% | +16.3% | +0.6% | +10.6% |
| 6M | +6.3% | +16.9% | -10.6% | +0.2% |
| YTD | -12.4% | +10.4% | -22.8% | -16.1% |
| 1Y | -21.6% | +7.4% | -29.0% | -24.3% |
| 3Y | +54.8% | +72.2% | -17.5% | +22.8% |
| 5Y | +56.2% | +105.1% | -48.9% | +13.6% |
| 10Y | +179.0% | +430.9% | -251.9% | +44.0% |
| All | +179.0% | +428.4% | -249.4% | +44.0% |
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