+20.1%
SM vs RJF
+429.5%
-409.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.6% |
| 7D | +2.1% | -4.2% | +6.3% | +6.3% |
| 30D | +18.1% | -3.6% | +21.7% | +21.4% |
| 3M | +17.0% | +15.6% | +1.3% | -0.3% |
| 6M | +55.4% | +17.6% | +37.8% | +27.7% |
| YTD | +108.6% | +9.2% | +99.3% | +81.5% |
| 1Y | +45.7% | +5.5% | +40.1% | +30.0% |
| 3Y | -0.3% | +70.3% | -70.6% | -47.1% |
| 5Y | +113.0% | +106.0% | +7.0% | -14.8% |
| All | +20.1% | +429.5% | -409.4% | -76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling