+22.7%
SYY vs RJF
+101.5%
-78.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | +1.5% | -4.2% | +5.7% | +2.7% |
| 30D | -2.3% | -3.6% | +1.3% | -1.4% |
| 3M | +5.5% | +15.6% | -10.1% | +0.9% |
| 6M | -1.0% | +17.6% | -18.6% | -6.0% |
| YTD | +14.1% | +9.2% | +4.9% | +10.2% |
| 1Y | +5.6% | +5.5% | 0.0% | +2.8% |
| 3Y | +27.9% | +70.3% | -42.4% | +1.8% |
| 5Y | +22.7% | +106.0% | -83.3% | -15.8% |
| All | +22.7% | +101.5% | -78.8% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling