+53.3%
SGI vs RJF
+71.0%
-17.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | +5.5% | -2.0% | +7.6% | +6.5% |
| 3M | -3.6% | +16.3% | -19.9% | -10.4% |
| 6M | -15.0% | +16.9% | -31.9% | -21.1% |
| YTD | -23.0% | +10.4% | -33.5% | -27.1% |
| 1Y | -18.4% | +7.4% | -25.8% | -22.0% |
| All | +53.3% | +71.0% | -17.6% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling