+6,354.3%
SO vs RJF
+47,306.8%
-40,952.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | +1.4% | +3.6% | -2.2% | +0.9% |
| 30D | +4.7% | +7.2% | -2.5% | +3.8% |
| 3M | +1.7% | -6.5% | +8.2% | +2.4% |
| 6M | +2.2% | +10.3% | -8.2% | +0.8% |
| YTD | +10.0% | +6.5% | +3.5% | +8.7% |
| 1Y | +6.0% | +6.1% | -0.1% | +4.8% |
| 3Y | +54.1% | +74.9% | -20.8% | +42.3% |
| 5Y | +79.6% | +81.3% | -1.7% | +63.6% |
| 10Y | +195.5% | +332.3% | -136.8% | +139.4% |
| All | +6,354.3% | +47,306.8% | -40,952.6% | +3,208.3% |
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