-95.5%
SNDQ vs RJF
+14.4%
-109.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.1% | +9.1% | +10.4% |
| 7D | -20.4% | -4.2% | -16.2% | -11.8% |
| 30D | -54.5% | -3.6% | -50.9% | -50.3% |
| 3M | -79.1% | +15.6% | -94.7% | -83.9% |
| All | -95.5% | +14.4% | -109.9% | -96.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling