+2.2%
SBAC vs RJF
+7.8%
-5.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.3% | +1.5% | +5.6% |
| 7D | +5.8% | +7.2% | -1.4% | +5.5% |
| 30D | +20.8% | +4.9% | +15.9% | +20.5% |
| 3M | +4.8% | -5.5% | +10.3% | +4.7% |
| 6M | -9.1% | +8.0% | -17.1% | -9.6% |
| YTD | +3.1% | +6.2% | -3.1% | +1.5% |
| 1Y | +2.2% | +7.8% | -5.6% | -0.3% |
| All | +2.2% | +7.8% | -5.6% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling