-38.2%
SNDU vs RJF
+13.7%
-51.9%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -44.1% | -2.3% | -41.8% | -46.4% |
| 7D | -67.5% | +2.2% | -69.7% | -66.7% |
| 30D | -80.3% | +3.4% | -83.7% | -79.2% |
| 3M | -74.1% | -8.7% | -65.4% | -76.4% |
| 6M | -85.8% | +4.1% | -89.9% | -82.3% |
| All | -38.2% | +13.7% | -51.9% | -40.9% |
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