+4,012.0%
SUI vs RJF
+11,958.4%
-7,946.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.6% |
| 6M | -10.5% | +15.0% | -25.5% | -14.4% |
| YTD | -1.8% | +12.2% | -14.0% | -5.8% |
| 1Y | -4.1% | +5.6% | -9.7% | -6.5% |
| 3Y | +11.3% | +74.9% | -63.6% | -7.5% |
| 5Y | -32.1% | +106.6% | -138.8% | -47.1% |
| 10Y | +110.4% | +433.1% | -322.6% | +18.0% |
| All | +4,012.0% | +11,958.4% | -7,946.4% | +1,231.7% |
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