+52.0%
SNOW vs RJF
+7.8%
+44.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.9% | -5.1% |
| 7D | +2.8% | -0.6% | +3.4% | +2.9% |
| 30D | +6.4% | -1.3% | +7.7% | +6.5% |
| 3M | +38.1% | +18.9% | +19.2% | +36.1% |
| 6M | +100.4% | +15.0% | +85.4% | +97.3% |
| YTD | +53.7% | +12.2% | +41.5% | +51.9% |
| 1Y | +52.0% | +5.6% | +46.3% | +50.5% |
| All | +52.0% | +7.8% | +44.1% | +50.5% |
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