+27.6%
SOLS vs RJF
+7.7%
+19.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.4% |
| 7D | +0.3% | -4.2% | +4.5% | +1.3% |
| 30D | +0.9% | -3.6% | +4.5% | +1.7% |
| 3M | -20.7% | +15.6% | -36.3% | -23.9% |
| 6M | -17.7% | +17.6% | -35.3% | -21.9% |
| YTD | +27.1% | +9.2% | +17.9% | +20.6% |
| All | +27.6% | +7.7% | +19.9% | +23.6% |
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