+1,535.1%
SRE vs RJF
+2,788.1%
-1,253.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | +1.4% | +1.8% | -0.3% | +1.0% |
| 30D | +1.9% | 0.0% | +1.9% | +1.8% |
| 3M | -3.3% | +18.0% | -21.3% | -6.9% |
| 6M | -6.4% | +17.0% | -23.4% | -10.0% |
| YTD | -1.8% | +11.1% | -12.9% | -4.8% |
| 1Y | +10.7% | +8.0% | +2.8% | +8.0% |
| 3Y | +31.8% | +73.3% | -41.5% | +15.0% |
| 5Y | +49.2% | +107.4% | -58.2% | +23.5% |
| 10Y | +118.5% | +428.5% | -310.0% | +43.8% |
| All | +1,535.1% | +2,788.1% | -1,253.0% | +584.2% |
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