+363.5%
SE vs RJF
+233.5%
+130.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.7% |
| 7D | -0.5% | +3.6% | -4.1% | -2.3% |
| 30D | -20.9% | +7.2% | -28.2% | -23.8% |
| 3M | -38.9% | -6.5% | -32.4% | -36.8% |
| 6M | -19.4% | +10.3% | -29.7% | -23.9% |
| YTD | -40.9% | +6.5% | -47.4% | -43.6% |
| 1Y | -46.2% | +6.1% | -52.3% | -48.6% |
| 3Y | +63.7% | +74.9% | -11.2% | +16.5% |
| 5Y | -77.9% | +81.3% | -159.3% | -84.2% |
| All | +363.5% | +233.5% | +130.0% | +146.8% |
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 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