+1,436.3%
SM vs RJF
+13,483.9%
-12,047.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.1% |
| 7D | +10.6% | +1.5% | +9.1% | +9.7% |
| 30D | -15.0% | +6.7% | -21.7% | -18.1% |
| 3M | +1.7% | -7.3% | +9.0% | +4.2% |
| 6M | +5.9% | +9.8% | -3.9% | -0.5% |
| YTD | +79.0% | +5.6% | +73.4% | +69.5% |
| 1Y | +84.7% | +2.3% | +82.4% | +77.5% |
| 3Y | -3.5% | +73.6% | -77.0% | -27.0% |
| 5Y | +4.9% | +79.9% | -74.9% | -22.4% |
| 10Y | +17.7% | +328.8% | -311.2% | -30.8% |
| All | +1,436.3% | +13,483.9% | -12,047.7% | +341.5% |
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 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