+589.4%
SE vs RJF
+251.4%
+338.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.1% |
| 7D | -6.1% | -0.6% | -5.5% | -5.8% |
| 30D | -2.5% | -1.3% | -1.2% | -1.9% |
| 3M | +21.7% | +18.9% | +2.8% | +10.9% |
| 6M | +27.0% | +15.0% | +12.0% | +17.5% |
| YTD | -12.1% | +12.2% | -24.3% | -18.3% |
| 1Y | -40.9% | +5.6% | -46.5% | -43.5% |
| 3Y | +191.0% | +74.9% | +116.1% | +107.0% |
| 5Y | -68.3% | +106.6% | -174.9% | -78.6% |
| All | +589.4% | +251.4% | +338.0% | +257.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling