+51.5%
SGI vs RJF
+106.2%
-54.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | +0.6% | -0.3% | +0.9% | +0.8% |
| 30D | +5.5% | -2.0% | +7.6% | +6.7% |
| 3M | -3.6% | +16.3% | -19.9% | -11.8% |
| 6M | -15.0% | +16.9% | -31.9% | -22.4% |
| YTD | -23.0% | +10.4% | -33.5% | -27.9% |
| 1Y | -18.4% | +7.4% | -25.8% | -22.6% |
| 3Y | +57.8% | +72.2% | -14.5% | +8.7% |
| 5Y | +51.5% | +105.1% | -53.6% | -6.1% |
| All | +51.5% | +106.2% | -54.7% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling