+46.9%
SN vs RJF
+7.7%
+39.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.0% |
| 7D | -3.4% | -0.3% | -3.1% | -3.3% |
| 30D | -9.1% | -2.0% | -7.0% | -8.0% |
| 3M | +31.8% | +16.3% | +15.4% | +21.4% |
| 6M | +52.0% | +16.9% | +35.1% | +38.6% |
| YTD | +51.3% | +10.4% | +40.9% | +39.1% |
| 1Y | +46.9% | +7.4% | +39.4% | +35.0% |
| All | +46.9% | +7.7% | +39.1% | +35.0% |
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