-14.9%
SNPS vs RJF
+71.0%
-85.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | -5.5% | -0.3% | -5.2% | -5.3% |
| 30D | -4.5% | -2.0% | -2.5% | -3.5% |
| 3M | -15.5% | +16.3% | -31.8% | -22.5% |
| 6M | -10.1% | +16.9% | -27.0% | -17.9% |
| YTD | -16.3% | +10.4% | -26.7% | -21.6% |
| 1Y | -34.9% | +7.4% | -42.4% | -38.1% |
| All | -14.9% | +71.0% | -85.8% | -33.1% |
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