+1,872.3%
SGI vs RJF
+2,186.1%
-313.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.4% |
| 7D | +8.5% | -0.6% | +9.1% | +8.9% |
| 30D | +0.7% | -1.3% | +1.9% | +1.4% |
| 3M | +0.6% | +18.9% | -18.3% | -9.0% |
| 6M | -17.9% | +15.0% | -33.0% | -24.3% |
| YTD | -21.2% | +12.2% | -33.4% | -26.6% |
| 1Y | -18.9% | +5.6% | -24.5% | -22.2% |
| 3Y | +52.6% | +74.9% | -22.2% | +7.5% |
| 5Y | +60.7% | +106.6% | -45.9% | +1.7% |
| 10Y | +278.1% | +433.1% | -155.0% | +31.8% |
| All | +1,872.3% | +2,186.1% | -313.8% | +235.4% |
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 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