+102.9%
SFM vs RJF
+633.2%
-530.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.4% | +3.2% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | -4.4% | -1.3% | -3.1% | -4.1% |
| 3M | +1.5% | +18.9% | -17.4% | -2.7% |
| 6M | +6.5% | +15.0% | -8.6% | +2.5% |
| YTD | +2.2% | +12.2% | -10.0% | -1.2% |
| 1Y | -41.9% | +5.6% | -47.5% | -43.0% |
| 3Y | +106.8% | +74.9% | +31.9% | +78.2% |
| 5Y | +231.6% | +106.6% | +124.9% | +171.0% |
| 10Y | +258.4% | +433.1% | -174.6% | +116.5% |
| All | +102.9% | +633.2% | -530.2% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling