+112.2%
SM vs RJF
+106.2%
+6.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.0% |
| 7D | -0.2% | -0.3% | 0.0% | -0.2% |
| 30D | +20.3% | -2.0% | +22.3% | +21.3% |
| 3M | +22.9% | +16.3% | +6.6% | +9.9% |
| 6M | +47.8% | +16.9% | +30.9% | +30.1% |
| YTD | +107.5% | +10.4% | +97.0% | +88.3% |
| 1Y | +51.7% | +7.4% | +44.3% | +39.8% |
| 3Y | -0.9% | +72.2% | -73.1% | -35.1% |
| 5Y | +112.2% | +105.1% | +7.1% | +5.4% |
| All | +112.2% | +106.2% | +6.1% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling