+235.4%
SAP vs RJF
+323.5%
-88.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -3.9% | +1.5% | -5.4% | -4.4% |
| 30D | +6.5% | +6.7% | -0.2% | +3.9% |
| 3M | +14.7% | -7.3% | +22.0% | +17.7% |
| 6M | +39.9% | +9.8% | +30.2% | +34.9% |
| YTD | -2.0% | +5.6% | -7.6% | -4.8% |
| 1Y | -6.0% | +2.3% | -8.3% | -7.6% |
| 3Y | +67.7% | +73.6% | -5.9% | +32.2% |
| 5Y | +78.8% | +79.9% | -1.1% | +35.8% |
| All | +235.4% | +323.5% | -88.1% | +86.6% |
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