+5,976.4%
SO vs RJF
+49,848.3%
-43,871.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.6% |
| 7D | -0.2% | -0.6% | +0.4% | -0.1% |
| 30D | -4.6% | -1.3% | -3.3% | -4.5% |
| 3M | -3.0% | +18.9% | -21.9% | -5.0% |
| 6M | -8.3% | +15.0% | -23.3% | -9.9% |
| YTD | +3.5% | +12.2% | -8.7% | +1.8% |
| 1Y | -0.9% | +5.6% | -6.6% | -2.0% |
| 3Y | +45.4% | +74.9% | -29.5% | +34.3% |
| 5Y | +59.6% | +106.6% | -47.0% | +43.2% |
| 10Y | +156.6% | +433.1% | -276.5% | +103.5% |
| All | +5,976.4% | +49,848.3% | -43,871.9% | +2,997.4% |
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