+117.2%
SBAC vs RJF
+326.9%
-209.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +0.6% | +3.6% | -3.0% | -0.1% |
| 30D | +5.5% | +7.2% | -1.8% | +3.9% |
| 3M | +3.1% | -6.5% | +9.6% | +4.4% |
| 6M | -7.0% | +10.3% | -17.3% | -9.1% |
| YTD | +0.5% | +6.5% | -6.0% | -1.5% |
| 1Y | +0.2% | +6.1% | -5.9% | -1.7% |
| 3Y | -7.4% | +74.9% | -82.2% | -20.8% |
| 5Y | -39.7% | +81.3% | -121.0% | -49.6% |
| All | +117.2% | +326.9% | -209.8% | +45.9% |
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