+44.6%
SMCI vs RJF
+69.0%
-24.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | +1.3% | -2.7% | +4.0% | +2.9% |
| 30D | +6.6% | -4.3% | +10.9% | +9.0% |
| 3M | +25.4% | +15.7% | +9.7% | +13.9% |
| 6M | +26.1% | +17.8% | +8.3% | +12.8% |
| YTD | +37.0% | +9.2% | +27.8% | +28.4% |
| 1Y | -8.8% | +2.8% | -11.5% | -11.5% |
| 3Y | +44.6% | +69.5% | -24.9% | -2.3% |
| All | +44.6% | +69.0% | -24.4% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling