-40.7%
FIS vs RJF
+429.5%
-470.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.7% |
| 7D | -8.9% | -4.2% | -4.7% | -7.2% |
| 30D | -9.9% | -3.6% | -6.3% | -8.5% |
| 3M | 0.0% | +15.6% | -15.7% | -6.2% |
| 6M | -22.9% | +17.6% | -40.5% | -28.4% |
| YTD | -40.9% | +9.2% | -50.1% | -43.5% |
| 1Y | -40.4% | +5.5% | -46.0% | -42.4% |
| 3Y | -25.4% | +70.3% | -95.7% | -43.2% |
| 5Y | -64.8% | +106.0% | -170.8% | -75.8% |
| All | -40.7% | +429.5% | -470.2% | -71.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling