+214.7%
SNDU vs RJF
+19.7%
+195.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | 0.0% | -7.6% | -7.7% |
| 7D | -12.7% | -2.7% | -10.0% | -15.7% |
| 30D | +35.8% | -4.3% | +40.1% | +28.8% |
| 3M | -54.8% | +15.7% | -70.5% | -47.0% |
| All | +214.7% | +19.7% | +195.1% | +212.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling