-5.3%
SNY vs RJF
+5.1%
-10.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -3.3% | -2.7% | -0.6% | -3.2% |
| 30D | -2.2% | -4.3% | +2.1% | -2.0% |
| 3M | -3.0% | +15.7% | -18.8% | -3.2% |
| 6M | +2.7% | +17.8% | -15.1% | +2.6% |
| YTD | -6.8% | +9.2% | -16.0% | -7.0% |
| 1Y | -5.3% | +2.8% | -8.0% | -8.0% |
| All | -5.3% | +5.1% | -10.3% | -8.0% |
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