+1,611.2%
SGI vs RJF
+2,052.4%
-441.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -10.7% | +1.5% | -12.2% | -11.4% |
| 30D | -3.6% | +6.7% | -10.3% | -6.8% |
| 3M | -5.4% | -7.3% | +1.9% | -1.2% |
| 6M | -7.0% | +9.8% | -16.8% | -12.1% |
| YTD | -31.6% | +5.6% | -37.3% | -34.1% |
| 1Y | -33.5% | +2.3% | -35.8% | -34.9% |
| 3Y | +66.5% | +73.6% | -7.1% | +18.2% |
| 5Y | +42.2% | +79.9% | -37.7% | -2.4% |
| 10Y | +320.9% | +328.8% | -7.9% | +66.1% |
| All | +1,611.2% | +2,052.4% | -441.2% | +201.2% |
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