+43.4%
XLK vs RJF
+7.8%
+35.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | +0.7% | -1.3% | +2.0% | +1.0% |
| 3M | -2.9% | +18.9% | -21.8% | -6.7% |
| 6M | +34.3% | +15.0% | +19.2% | +29.5% |
| YTD | +30.4% | +12.2% | +18.2% | +26.0% |
| 1Y | +43.4% | +5.6% | +37.7% | +39.6% |
| All | +43.4% | +7.8% | +35.5% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling