+58.7%
SO vs RJF
+105.7%
-47.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | +1.0% | +1.8% | -0.7% | +0.9% |
| 30D | -3.2% | 0.0% | -3.2% | -3.2% |
| 3M | -1.7% | +18.0% | -19.7% | -2.8% |
| 6M | -7.2% | +17.0% | -24.2% | -8.3% |
| YTD | +4.6% | +11.1% | -6.6% | +3.6% |
| 1Y | +1.2% | +8.0% | -6.7% | +0.4% |
| 3Y | +45.3% | +73.3% | -28.0% | +35.0% |
| 5Y | +58.7% | +107.4% | -48.7% | +44.8% |
| All | +58.7% | +105.7% | -47.0% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling