-40.3%
SFM vs RJF
-6.7%
-33.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.4% | +1.5% | -1.9% | -1.0% |
| 30D | -19.2% | +6.7% | -25.9% | -20.6% |
| 3M | -40.3% | -7.3% | -33.0% | -37.2% |
| All | -40.3% | -6.7% | -33.6% | -37.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling