+15.6%
SM vs RJF
+323.5%
-307.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.1% |
| 7D | +10.6% | +1.5% | +9.1% | +8.9% |
| 30D | -15.0% | +6.7% | -21.7% | -21.3% |
| 3M | +1.7% | -7.3% | +9.0% | +6.5% |
| 6M | +5.9% | +9.8% | -3.9% | -7.4% |
| YTD | +79.0% | +5.6% | +73.4% | +57.8% |
| 1Y | +84.7% | +2.3% | +82.4% | +67.7% |
| 3Y | -3.5% | +73.6% | -77.0% | -50.4% |
| 5Y | +4.9% | +79.9% | -74.9% | -52.5% |
| All | +15.6% | +323.5% | -307.9% | -73.5% |
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 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