+113.8%
SYY vs RJF
+429.3%
-315.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +3.9% | -2.7% | +6.7% | +5.2% |
| 30D | -1.7% | -4.3% | +2.5% | -0.1% |
| 3M | +5.2% | +15.7% | -10.6% | -1.7% |
| 6M | -0.2% | +17.8% | -18.0% | -7.8% |
| YTD | +15.4% | +9.2% | +6.2% | +9.4% |
| 1Y | +5.6% | +2.8% | +2.8% | +2.6% |
| 3Y | +28.9% | +69.5% | -40.6% | -4.7% |
| 5Y | +24.1% | +105.9% | -81.9% | -19.8% |
| All | +113.8% | +429.3% | -315.4% | -10.2% |
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