+282.6%
SPGI vs RJF
+429.5%
-146.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | -8.9% | -4.2% | -4.7% | -7.3% |
| 30D | +0.6% | -3.6% | +4.3% | +2.1% |
| 3M | +2.0% | +15.6% | -13.7% | -3.8% |
| 6M | +0.1% | +17.6% | -17.5% | -6.5% |
| YTD | -16.4% | +9.2% | -25.6% | -19.5% |
| 1Y | -18.9% | +5.5% | -24.5% | -21.1% |
| 3Y | +13.8% | +70.3% | -56.6% | -10.6% |
| 5Y | +0.5% | +106.0% | -105.5% | -29.0% |
| All | +282.6% | +429.5% | -146.9% | +79.3% |
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