+14,712.9%
SPGI vs RJF
+47,070.7%
-32,357.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -0.2% |
| 7D | -0.9% | +3.4% | -4.2% | -1.9% |
| 30D | +15.5% | +5.9% | +9.6% | +13.5% |
| 3M | +15.7% | -4.6% | +20.3% | +17.2% |
| 6M | +19.1% | +9.5% | +9.6% | +15.6% |
| YTD | -4.1% | +6.0% | -10.0% | -5.9% |
| 1Y | +1.2% | +4.3% | -3.1% | -0.4% |
| 3Y | +31.6% | +76.6% | -45.0% | +8.7% |
| 5Y | +12.4% | +80.6% | -68.1% | -9.2% |
| 10Y | +334.3% | +346.5% | -12.2% | +157.4% |
| All | +14,712.9% | +47,070.7% | -32,357.8% | +4,099.8% |
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