-35.0%
SFM vs RJF
+7.8%
-42.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.3% | -0.7% | +3.0% |
| 7D | -12.3% | +7.2% | -19.4% | -13.1% |
| 30D | -16.2% | +4.9% | -21.1% | -16.8% |
| 3M | -36.8% | -5.5% | -31.3% | -36.4% |
| 6M | -32.6% | +8.0% | -40.5% | -32.9% |
| YTD | -31.7% | +6.2% | -37.9% | -31.2% |
| 1Y | -35.0% | +7.8% | -42.8% | -35.1% |
| All | -35.0% | +7.8% | -42.8% | -35.1% |
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