-11.3%
SIRI vs RJF
+429.3%
-440.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | +0.6% | -2.7% | +3.3% | +1.7% |
| 30D | +2.5% | -4.3% | +6.8% | +4.3% |
| 3M | +6.6% | +15.7% | -9.1% | +0.4% |
| 6M | +32.9% | +17.8% | +15.1% | +23.5% |
| YTD | +50.5% | +9.2% | +41.3% | +43.3% |
| 1Y | +28.0% | +2.8% | +25.2% | +24.9% |
| 3Y | -22.4% | +69.5% | -91.9% | -39.1% |
| 5Y | -41.3% | +105.9% | -147.2% | -58.3% |
| All | -11.3% | +429.3% | -440.6% | -56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling