+2,221.2%
SBAC vs RJF
+3,817.3%
-1,596.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -3.4% | +1.5% | -4.9% | -4.0% |
| 30D | +2.6% | +6.7% | -4.1% | -0.3% |
| 3M | +2.6% | -7.3% | +10.0% | +5.8% |
| 6M | -11.5% | +9.8% | -21.3% | -15.5% |
| YTD | -1.6% | +5.6% | -7.3% | -5.5% |
| 1Y | -5.1% | +2.3% | -7.4% | -7.7% |
| 3Y | -9.3% | +73.6% | -82.9% | -32.8% |
| 5Y | -41.0% | +79.9% | -120.9% | -58.5% |
| 10Y | +108.0% | +328.8% | -220.8% | -14.8% |
| All | +2,221.2% | +3,817.3% | -1,596.1% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling