+432.9%
SNXX vs RJF
+6.1%
+426.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.6% | +24.9% | +22.7% |
| 7D | +34.9% | -0.6% | +35.5% | +34.6% |
| 30D | +52.5% | -1.3% | +53.8% | +51.8% |
| 3M | -41.3% | +18.9% | -60.2% | -41.1% |
| 6M | +293.8% | +15.0% | +278.7% | +293.9% |
| All | +432.9% | +6.1% | +426.8% | +454.0% |
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