+62,704.0%
SU vs RJF
+48,514.8%
+14,189.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +1.7% | -4.2% | +5.8% | +2.9% |
| 30D | +9.6% | -3.6% | +13.2% | +10.7% |
| 3M | +11.7% | +15.6% | -3.9% | +6.8% |
| 6M | +21.9% | +17.6% | +4.3% | +15.6% |
| YTD | +58.6% | +9.2% | +49.4% | +53.1% |
| 1Y | +66.5% | +5.5% | +61.0% | +62.0% |
| 3Y | +121.4% | +70.3% | +51.1% | +85.1% |
| 5Y | +355.7% | +106.0% | +249.7% | +258.0% |
| 10Y | +264.2% | +425.1% | -160.9% | +123.6% |
| All | +62,704.0% | +48,514.8% | +14,189.3% | +23,570.0% |
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