+448.1%
SN vs RJF
+61.0%
+387.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +7.6% | +4.0% | +3.6% | +4.7% |
| 30D | +22.4% | +6.1% | +16.3% | +17.6% |
| 3M | +21.7% | -5.8% | +27.5% | +26.4% |
| 6M | +102.8% | +9.7% | +93.1% | +88.8% |
| YTD | +102.4% | +6.2% | +96.2% | +90.6% |
| 1Y | +139.0% | +5.3% | +133.7% | +126.4% |
| 3Y | +440.4% | +74.4% | +366.0% | +288.6% |
| All | +448.1% | +61.0% | +387.1% | +297.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling