+4,083.5%
SUI vs RJF
+10,949.1%
-6,865.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.1% |
| 7D | +6.2% | +3.6% | +2.7% | +5.2% |
| 30D | +8.6% | +3.5% | +5.0% | +7.5% |
| 3M | +1.0% | -8.9% | +9.9% | +3.5% |
| 6M | -2.6% | +2.9% | -5.5% | -3.8% |
| YTD | -0.1% | +2.8% | -3.0% | -1.8% |
| 1Y | +0.5% | +2.7% | -2.2% | -1.3% |
| 3Y | +15.3% | +69.3% | -54.0% | -3.4% |
| 5Y | -26.1% | +75.0% | -101.2% | -39.6% |
| 10Y | +117.8% | +378.5% | -260.7% | +26.2% |
| All | +4,083.5% | +10,949.1% | -6,865.7% | +1,287.9% |
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