+118.2%
SRE vs RJF
+429.3%
-311.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | -0.8% | -2.7% | +1.9% | -0.1% |
| 30D | -3.0% | -4.3% | +1.3% | -1.9% |
| 3M | -8.3% | +15.7% | -24.0% | -12.5% |
| 6M | -8.9% | +17.8% | -26.7% | -13.7% |
| YTD | -4.3% | +9.2% | -13.4% | -7.7% |
| 1Y | +2.7% | +2.8% | 0.0% | +0.7% |
| 3Y | +28.7% | +69.5% | -40.8% | +7.2% |
| 5Y | +47.1% | +105.9% | -58.8% | +12.8% |
| All | +118.2% | +429.3% | -311.0% | +34.9% |
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