-47.2%
SFM vs RJF
+5.1%
-52.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -10.6% | -2.7% | -7.9% | -10.2% |
| 30D | -15.5% | -4.3% | -11.2% | -14.9% |
| 3M | -17.4% | +15.7% | -33.2% | -19.0% |
| 6M | -3.4% | +17.8% | -21.2% | -5.3% |
| YTD | -8.7% | +9.2% | -17.8% | -9.5% |
| 1Y | -47.2% | +2.8% | -49.9% | -47.7% |
| All | -47.2% | +5.1% | -52.2% | -47.7% |
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