+1,434.4%
SM vs RJF
+13,593.5%
-12,159.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | +9.4% | +3.6% | +5.8% | +7.5% |
| 30D | -14.4% | +7.2% | -21.6% | -17.7% |
| 3M | +1.6% | -6.5% | +8.1% | +3.6% |
| 6M | +6.3% | +10.3% | -4.0% | -0.2% |
| YTD | +78.8% | +6.5% | +72.3% | +68.7% |
| 1Y | +83.1% | +6.1% | +77.0% | +73.1% |
| 3Y | -5.9% | +74.9% | -80.8% | -29.1% |
| 5Y | +4.8% | +81.3% | -76.5% | -22.8% |
| 10Y | +17.5% | +332.3% | -314.8% | -31.2% |
| All | +1,434.4% | +13,593.5% | -12,159.1% | +339.3% |
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 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