+22,742.0%
SYK vs RJF
+48,495.2%
-25,753.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -9.1% | -2.7% | -6.4% | -8.4% |
| 30D | -20.6% | -4.3% | -16.4% | -19.7% |
| 3M | -9.6% | +15.7% | -25.3% | -13.0% |
| 6M | -19.9% | +17.8% | -37.7% | -23.3% |
| YTD | -21.2% | +9.2% | -30.3% | -23.4% |
| 1Y | -28.4% | +2.8% | -31.2% | -29.4% |
| 3Y | -5.3% | +69.5% | -74.8% | -18.9% |
| 5Y | +6.0% | +105.9% | -100.0% | -14.4% |
| 10Y | +178.4% | +424.9% | -246.4% | +75.0% |
| All | +22,742.0% | +48,495.2% | -25,753.1% | +3,415.4% |
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 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