+265.2%
SU vs RJF
+429.3%
-164.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.2% | -2.7% | +4.9% | +3.6% |
| 30D | +8.4% | -4.3% | +12.7% | +10.6% |
| 3M | +12.1% | +15.7% | -3.6% | +3.3% |
| 6M | +19.7% | +17.8% | +1.9% | +8.5% |
| YTD | +58.4% | +9.2% | +49.2% | +48.2% |
| 1Y | +67.2% | +2.8% | +64.5% | +61.0% |
| 3Y | +125.0% | +69.5% | +55.6% | +57.9% |
| 5Y | +355.1% | +105.9% | +249.1% | +173.3% |
| All | +265.2% | +429.3% | -164.1% | +28.5% |
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