+94.8%
SNOW vs RJF
+71.0%
+23.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | +8.4% | -0.3% | +8.7% | +8.8% |
| 30D | -1.0% | -2.0% | +1.1% | +0.2% |
| 3M | +38.3% | +16.3% | +22.0% | +28.4% |
| 6M | +81.3% | +16.9% | +64.4% | +66.6% |
| YTD | +51.1% | +10.4% | +40.7% | +42.3% |
| 1Y | +47.0% | +7.4% | +39.5% | +39.7% |
| All | +94.8% | +71.0% | +23.8% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling