-31.2%
SUI vs RJF
+106.8%
-138.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | +0.1% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -1.2% | -1.3% | +0.1% | -0.9% |
| 3M | -1.7% | +18.9% | -20.6% | -6.3% |
| 6M | -10.5% | +15.0% | -25.5% | -14.1% |
| YTD | -1.8% | +12.2% | -14.0% | -5.6% |
| 1Y | -4.1% | +5.6% | -9.7% | -6.3% |
| 3Y | +11.3% | +74.9% | -63.6% | -9.7% |
| All | -31.2% | +106.8% | -138.0% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling