+4,344.1%
SMCI vs RJF
+1,074.5%
+3,269.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.0% |
| 7D | +5.2% | -0.3% | +5.5% | +5.3% |
| 30D | +23.7% | -2.0% | +25.8% | +24.7% |
| 3M | -4.2% | +16.3% | -20.5% | -11.0% |
| 6M | +21.7% | +16.9% | +4.8% | +12.5% |
| YTD | +33.0% | +10.4% | +22.6% | +26.1% |
| 1Y | -9.3% | +7.4% | -16.7% | -13.1% |
| 3Y | +38.7% | +72.2% | -33.5% | +7.1% |
| 5Y | +967.2% | +105.1% | +862.1% | +666.2% |
| 10Y | +1,745.9% | +430.9% | +1,315.0% | +748.2% |
| All | +4,344.1% | +1,074.5% | +3,269.6% | +1,172.1% |
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 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