-7.7%
SBAC vs RJF
+71.0%
-78.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | +0.2% | -0.3% | +0.4% | +0.2% |
| 30D | +3.9% | -2.0% | +5.9% | +4.0% |
| 3M | -8.2% | +16.3% | -24.5% | -9.5% |
| 6M | -2.8% | +16.9% | -19.7% | -4.3% |
| YTD | -1.5% | +10.4% | -12.0% | -2.8% |
| 1Y | 0.0% | +7.4% | -7.4% | -0.9% |
| All | -7.7% | +71.0% | -78.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling