+275.6%
SFM vs RJF
+429.3%
-153.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -10.6% | -2.7% | -7.9% | -10.0% |
| 30D | -15.5% | -4.3% | -11.2% | -14.6% |
| 3M | -17.4% | +15.7% | -33.2% | -20.3% |
| 6M | -3.4% | +17.8% | -21.2% | -7.4% |
| YTD | -8.7% | +9.2% | -17.8% | -11.0% |
| 1Y | -47.2% | +2.8% | -49.9% | -47.8% |
| 3Y | +82.7% | +69.5% | +13.3% | +59.5% |
| 5Y | +214.3% | +105.9% | +108.4% | +159.7% |
| All | +275.6% | +429.3% | -153.6% | +144.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling