+323.8%
SN vs RJF
+68.5%
+255.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.7% |
| 7D | +0.1% | +1.8% | -1.6% | -1.1% |
| 30D | -5.6% | 0.0% | -5.6% | -5.6% |
| 3M | +48.1% | +18.0% | +30.1% | +31.5% |
| 6M | +57.6% | +17.0% | +40.7% | +40.6% |
| YTD | +56.5% | +11.1% | +45.4% | +43.2% |
| 1Y | +52.6% | +8.0% | +44.6% | +42.3% |
| 3Y | +412.0% | +73.3% | +338.7% | +269.7% |
| All | +323.8% | +68.5% | +255.3% | +198.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling