+212.7%
SFM vs RJF
+106.2%
+106.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.8% |
| 7D | -7.2% | -0.3% | -6.9% | -7.1% |
| 30D | -14.3% | -2.0% | -12.3% | -13.9% |
| 3M | -13.7% | +16.3% | -30.1% | -17.2% |
| 6M | -6.0% | +16.9% | -22.9% | -10.2% |
| YTD | -8.2% | +10.4% | -18.7% | -11.1% |
| 1Y | -46.2% | +7.4% | -53.7% | -47.6% |
| 3Y | +83.6% | +72.2% | +11.3% | +56.5% |
| 5Y | +212.7% | +105.1% | +107.6% | +162.5% |
| All | +212.7% | +106.2% | +106.5% | +162.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling