+4,901.1%
SNPS vs RJF
+14,060.9%
-9,159.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.9% |
| 7D | -11.0% | -0.6% | -10.4% | -10.8% |
| 30D | -1.7% | -1.3% | -0.5% | -1.4% |
| 3M | -20.4% | +18.9% | -39.2% | -25.0% |
| 6M | -8.6% | +15.0% | -23.7% | -12.9% |
| YTD | -16.2% | +12.2% | -28.4% | -19.5% |
| 1Y | -34.6% | +5.6% | -40.2% | -36.0% |
| 3Y | -14.5% | +74.9% | -89.3% | -29.4% |
| 5Y | +17.0% | +106.6% | -89.7% | -9.2% |
| 10Y | +560.0% | +433.1% | +127.0% | +261.2% |
| All | +4,901.1% | +14,060.9% | -9,159.8% | +701.1% |
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 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