+133.6%
SFM vs RJF
+326.9%
-193.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +6.0% | +3.6% | +2.5% | +5.2% |
| 30D | -19.5% | +7.2% | -26.7% | -20.8% |
| 3M | -37.0% | -6.5% | -30.5% | -36.1% |
| 6M | -41.0% | +10.3% | -51.3% | -42.5% |
| YTD | -34.6% | +6.5% | -41.1% | -36.0% |
| 1Y | -36.3% | +6.1% | -42.4% | -37.6% |
| 3Y | +24.5% | +74.9% | -50.3% | +8.0% |
| 5Y | +115.9% | +81.3% | +34.5% | +83.2% |
| All | +133.6% | +326.9% | -193.3% | +54.0% |
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