+562.3%
SE vs RJF
+242.0%
+320.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.3% |
| 7D | -4.8% | -4.2% | -0.6% | -2.6% |
| 30D | -18.1% | -3.6% | -14.5% | -16.6% |
| 3M | +30.6% | +15.6% | +15.0% | +20.8% |
| 6M | +20.8% | +17.6% | +3.2% | +10.4% |
| YTD | -15.6% | +9.2% | -24.8% | -20.4% |
| 1Y | -44.2% | +5.5% | -49.7% | -46.6% |
| 3Y | +181.5% | +70.3% | +111.2% | +103.3% |
| 5Y | -66.9% | +106.0% | -172.9% | -77.6% |
| All | +562.3% | +242.0% | +320.3% | +248.5% |
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