-20.2%
SKUU vs RJF
+4.8%
-25.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.1% | +1.9% |
| 7D | +14.5% | -2.7% | +17.2% | +7.6% |
| 30D | +44.6% | -4.3% | +48.9% | +27.9% |
| All | -20.2% | +4.8% | -25.0% | -8.3% |
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