+28.1%
SFM vs RJF
+590.3%
-562.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.4% | +1.5% | -1.9% | -0.8% |
| 30D | -19.2% | +6.7% | -25.9% | -20.5% |
| 3M | -40.3% | -7.3% | -33.0% | -39.3% |
| 6M | -40.9% | +9.8% | -50.6% | -42.4% |
| YTD | -35.5% | +5.6% | -41.2% | -36.8% |
| 1Y | -37.4% | +2.3% | -39.7% | -38.2% |
| 3Y | +25.5% | +73.6% | -48.1% | +8.4% |
| 5Y | +113.0% | +79.9% | +33.1% | +79.9% |
| 10Y | +136.3% | +328.8% | -192.5% | +51.3% |
| All | +28.1% | +590.3% | -562.2% | -33.1% |
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