-43.5%
SBAC vs RJF
+106.2%
-149.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +0.2% | -0.3% | +0.4% | +0.2% |
| 30D | +3.9% | -2.0% | +5.9% | +4.2% |
| 3M | -8.2% | +16.3% | -24.5% | -10.6% |
| 6M | -2.8% | +16.9% | -19.7% | -5.6% |
| YTD | -1.5% | +10.4% | -12.0% | -3.7% |
| 1Y | 0.0% | +7.4% | -7.4% | -1.8% |
| 3Y | -8.4% | +72.2% | -80.6% | -21.8% |
| 5Y | -43.5% | +105.1% | -148.6% | -52.8% |
| All | -43.5% | +106.2% | -149.7% | -52.8% |
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