-85.6%
SMR vs RJF
+7.8%
-93.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.3% | -8.8% | -7.7% |
| 7D | -9.5% | +7.2% | -16.7% | -14.5% |
| 30D | -33.2% | +4.9% | -38.1% | -35.8% |
| 3M | -45.9% | -5.5% | -40.4% | -43.5% |
| 6M | -57.9% | +8.0% | -65.8% | -62.3% |
| YTD | -63.8% | +6.2% | -70.0% | -68.9% |
| 1Y | -85.6% | +7.8% | -93.4% | -88.2% |
| All | -85.6% | +7.8% | -93.4% | -88.2% |
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