+4,255.7%
SYY vs RJF
+49,360.8%
-45,105.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -2.8% | +1.8% | -4.5% | -3.2% |
| 30D | -5.3% | 0.0% | -5.3% | -5.3% |
| 3M | +5.1% | +18.0% | -12.9% | +1.1% |
| 6M | -5.0% | +17.0% | -22.0% | -8.5% |
| YTD | +10.7% | +11.1% | -0.4% | +7.5% |
| 1Y | +0.7% | +8.0% | -7.3% | -1.8% |
| 3Y | +24.0% | +73.3% | -49.2% | +7.5% |
| 5Y | +19.3% | +107.4% | -88.1% | -1.4% |
| 10Y | +96.4% | +428.5% | -332.1% | +33.7% |
| All | +4,255.7% | +49,360.8% | -45,105.1% | +1,098.0% |
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