+250.3%
SNY vs RJF
+2,775.4%
-2,525.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -3.3% | -2.7% | -0.6% | -2.6% |
| 30D | -2.2% | -4.3% | +2.1% | -1.1% |
| 3M | -3.0% | +15.7% | -18.8% | -7.0% |
| 6M | +2.7% | +17.8% | -15.1% | -2.1% |
| YTD | -6.8% | +9.2% | -16.0% | -9.7% |
| 1Y | -5.3% | +2.8% | -8.0% | -6.9% |
| 3Y | -9.8% | +69.5% | -79.2% | -24.5% |
| 5Y | +9.7% | +105.9% | -96.3% | -15.4% |
| 10Y | +64.5% | +424.9% | -360.3% | -10.2% |
| All | +250.3% | +2,775.4% | -2,525.1% | -19.3% |
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