-48.8%
SE vs RJF
+7.8%
-56.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.3% | +0.1% | +2.9% |
| 7D | +6.7% | +7.2% | -0.5% | +4.1% |
| 30D | -17.2% | +4.9% | -22.1% | -18.6% |
| 3M | -28.0% | -5.5% | -22.5% | -26.6% |
| 6M | -6.1% | +8.0% | -14.1% | -8.8% |
| YTD | -37.1% | +6.2% | -43.3% | -41.6% |
| 1Y | -48.8% | +7.8% | -56.6% | -53.0% |
| All | -48.8% | +7.8% | -56.6% | -53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling