+83.7%
SBAC vs RJF
+429.3%
-345.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.2% |
| 7D | -2.1% | -2.7% | +0.6% | -1.6% |
| 30D | +2.0% | -4.3% | +6.3% | +2.9% |
| 3M | -8.3% | +15.7% | -24.0% | -11.0% |
| 6M | +0.3% | +17.8% | -17.5% | -3.2% |
| YTD | -2.2% | +9.2% | -11.4% | -4.5% |
| 1Y | -4.6% | +2.8% | -7.4% | -5.8% |
| 3Y | -8.3% | +69.5% | -77.7% | -20.5% |
| 5Y | -42.8% | +105.9% | -148.8% | -53.2% |
| All | +83.7% | +429.3% | -345.6% | +24.4% |
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