-91.0%
SNDQ vs RJF
+11.2%
-102.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.3% | +10.9% | +6.8% |
| 7D | +66.1% | +7.2% | +59.0% | +45.1% |
| 30D | +122.5% | +4.9% | +117.6% | +103.6% |
| 3M | +11.6% | -5.5% | +17.1% | +25.2% |
| 6M | -82.2% | +8.0% | -90.1% | -86.0% |
| All | -91.0% | +11.2% | -102.2% | -92.9% |
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