+196.3%
SO vs RJF
+334.0%
-137.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +0.8% | -0.9% | +1.7% | +1.0% |
| 30D | +7.8% | +5.3% | +2.5% | +6.6% |
| 3M | +2.9% | -6.8% | +9.8% | +4.3% |
| 6M | +2.5% | +11.4% | -9.0% | -0.2% |
| YTD | +10.3% | +5.5% | +4.7% | +8.1% |
| 1Y | +6.4% | +3.7% | +2.7% | +4.6% |
| 3Y | +52.8% | +73.4% | -20.6% | +29.5% |
| 5Y | +78.7% | +78.3% | +0.3% | +46.4% |
| 10Y | +196.3% | +328.4% | -132.1% | +91.1% |
| All | +196.3% | +334.0% | -137.7% | +91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling