+29.6%
SNOW vs RJF
+278.9%
-249.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.4% | -2.7% | +0.3% | -1.1% |
| 30D | -1.0% | -4.3% | +3.3% | +1.4% |
| 3M | +36.9% | +15.7% | +21.1% | +26.9% |
| 6M | +83.4% | +17.8% | +65.5% | +67.2% |
| YTD | +50.0% | +9.2% | +40.8% | +41.8% |
| 1Y | +46.5% | +2.8% | +43.7% | +42.4% |
| 3Y | +93.3% | +69.5% | +23.9% | +41.0% |
| 5Y | +3.3% | +105.9% | -102.7% | -28.8% |
| All | +29.6% | +278.9% | -249.3% | -8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling