+1,111.5%
XLI vs RJF
+3,965.2%
-2,853.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | +1.0% | +1.8% | -0.8% | +0.3% |
| 30D | -5.8% | 0.0% | -5.8% | -5.9% |
| 3M | +0.7% | +18.0% | -17.3% | -5.5% |
| 6M | +3.2% | +17.0% | -13.8% | -3.0% |
| YTD | +13.0% | +11.1% | +1.9% | +7.9% |
| 1Y | +16.8% | +8.0% | +8.8% | +12.4% |
| 3Y | +72.4% | +73.3% | -0.9% | +37.8% |
| 5Y | +82.8% | +107.4% | -24.7% | +34.5% |
| 10Y | +252.4% | +428.5% | -176.1% | +81.0% |
| All | +1,111.5% | +3,965.2% | -2,853.7% | +164.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling