+13,845.6%
SPGI vs RJF
+49,848.3%
-36,002.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.1% |
| 7D | +0.1% | -0.6% | +0.7% | +0.3% |
| 30D | +8.4% | -1.3% | +9.7% | +8.8% |
| 3M | +11.8% | +18.9% | -7.0% | +6.0% |
| 6M | +5.7% | +15.0% | -9.3% | +1.0% |
| YTD | -9.7% | +12.2% | -21.9% | -12.9% |
| 1Y | -12.5% | +5.6% | -18.1% | -14.3% |
| 3Y | +21.8% | +74.9% | -53.0% | +0.9% |
| 5Y | +8.2% | +106.6% | -98.5% | -16.2% |
| 10Y | +309.5% | +433.1% | -123.5% | +130.2% |
| All | +13,845.6% | +49,848.3% | -36,002.7% | +3,787.3% |
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 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