+56.8%
SAP vs RJF
+105.7%
-48.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | -0.3% | +1.8% | -2.0% | -0.9% |
| 30D | +2.6% | 0.0% | +2.6% | +2.5% |
| 3M | +16.3% | +18.0% | -1.7% | +9.6% |
| 6M | +6.4% | +17.0% | -10.6% | +0.4% |
| YTD | -11.4% | +11.1% | -22.5% | -15.3% |
| 1Y | -20.4% | +8.0% | -28.4% | -23.2% |
| 3Y | +56.5% | +73.3% | -16.8% | +23.2% |
| 5Y | +56.8% | +107.4% | -50.6% | +13.1% |
| All | +56.8% | +105.7% | -48.9% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling