-37.6%
SMCI vs RJF
+7.8%
-45.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.3% | -10.0% | -6.8% |
| 7D | -17.3% | +7.2% | -24.5% | -19.1% |
| 30D | -31.5% | +4.9% | -36.4% | -32.4% |
| 3M | -6.6% | -5.5% | -1.1% | -3.9% |
| 6M | +6.0% | +8.0% | -1.9% | +2.0% |
| YTD | +1.1% | +6.2% | -5.0% | -4.8% |
| 1Y | -37.6% | +7.8% | -45.4% | -42.1% |
| All | -37.6% | +7.8% | -45.4% | -42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling