+196.3%
SE vs RJF
+76.7%
+119.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | +0.6% | +1.8% | -1.2% | -0.2% |
| 30D | -0.1% | 0.0% | -0.1% | -0.2% |
| 3M | +34.1% | +18.0% | +16.2% | +24.8% |
| 6M | +23.2% | +17.0% | +6.2% | +14.7% |
| YTD | -11.2% | +11.1% | -22.3% | -16.3% |
| 1Y | -40.5% | +8.0% | -48.5% | -43.5% |
| 3Y | +196.3% | +73.3% | +123.0% | +164.4% |
| All | +196.3% | +76.7% | +119.6% | +164.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling