-43.7%
SE vs RJF
+7.5%
-51.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.9% |
| 7D | -3.6% | -0.3% | -3.4% | -3.6% |
| 30D | -5.3% | -2.0% | -3.3% | -4.6% |
| 3M | +28.1% | +16.3% | +11.8% | +22.2% |
| 6M | +20.7% | +16.9% | +3.7% | +13.9% |
| YTD | -14.8% | +10.4% | -25.2% | -20.8% |
| All | -43.7% | +7.5% | -51.2% | -47.6% |
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 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