+338.6%
SPGI vs RJF
+334.0%
+4.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.6% |
| 7D | -1.4% | -0.9% | -0.4% | -1.0% |
| 30D | +15.3% | +5.3% | +9.9% | +12.8% |
| 3M | +16.5% | -6.8% | +23.4% | +19.7% |
| 6M | +19.8% | +11.4% | +8.4% | +14.4% |
| YTD | -3.2% | +5.5% | -8.8% | -5.7% |
| 1Y | +1.8% | +3.7% | -1.9% | -0.2% |
| 3Y | +30.6% | +73.4% | -42.8% | +1.6% |
| 5Y | +16.0% | +78.3% | -62.3% | -13.1% |
| 10Y | +338.6% | +328.4% | +10.2% | +122.5% |
| All | +338.6% | +334.0% | +4.6% | +122.5% |
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