-48.0%
SE vs RJF
+3.4%
-51.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.5% | +1.5% | -3.0% | -2.1% |
| 30D | -22.3% | +6.7% | -29.0% | -24.1% |
| 3M | -41.8% | -7.3% | -34.5% | -40.1% |
| 6M | -22.4% | +9.8% | -32.2% | -25.1% |
| YTD | -41.6% | +5.6% | -47.2% | -46.2% |
| 1Y | -48.0% | +2.3% | -50.3% | -51.5% |
| All | -48.0% | +3.4% | -51.4% | -51.5% |
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 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