-71.0%
SMR vs RJF
+5.1%
-76.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.4% | -4.6% |
| 7D | +4.7% | -4.2% | +8.9% | +8.6% |
| 30D | +3.2% | -3.6% | +6.8% | +6.2% |
| 3M | +9.9% | +15.6% | -5.7% | -7.6% |
| 6M | -15.1% | +17.6% | -32.7% | -30.4% |
| YTD | -27.9% | +9.2% | -37.2% | -36.3% |
| All | -71.0% | +5.1% | -76.1% | -73.1% |
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