+11.1%
SMR vs RJF
+73.8%
-62.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.0% | +16.2% | +16.1% |
| 7D | +21.4% | +1.8% | +19.6% | +19.4% |
| 30D | +13.8% | 0.0% | +13.9% | +13.2% |
| 3M | +3.9% | +18.0% | -14.1% | -11.6% |
| 6M | -4.2% | +17.0% | -21.2% | -17.8% |
| YTD | -21.1% | +11.1% | -32.2% | -28.8% |
| 1Y | -67.1% | +8.0% | -75.0% | -69.4% |
| 3Y | +88.9% | +73.3% | +15.6% | +33.1% |
| All | +11.1% | +73.8% | -62.6% | -25.5% |
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