+22.9%
SFM vs RJF
+75.2%
-52.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.4% | +1.5% | -1.9% | -0.9% |
| 30D | -19.2% | +6.7% | -25.9% | -20.8% |
| 3M | -40.3% | -7.3% | -33.0% | -39.0% |
| 6M | -40.9% | +9.8% | -50.6% | -42.6% |
| YTD | -35.5% | +5.6% | -41.2% | -36.9% |
| 1Y | -37.4% | +2.3% | -39.7% | -38.1% |
| All | +22.9% | +75.2% | -52.3% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling