+15.3%
SUI vs RJF
+67.6%
-52.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.3% |
| 7D | +6.2% | +3.6% | +2.7% | +5.7% |
| 30D | +8.6% | +3.5% | +5.0% | +8.0% |
| 3M | +1.0% | -8.9% | +9.9% | +2.3% |
| 6M | -2.6% | +2.9% | -5.5% | -3.3% |
| YTD | -0.1% | +2.8% | -3.0% | -1.3% |
| 1Y | +0.5% | +2.7% | -2.2% | -0.7% |
| 3Y | +15.3% | +69.3% | -54.0% | -4.0% |
| All | +15.3% | +67.6% | -52.3% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling