+12,860.0%
RJF vs SPY
+3,091.8%
+9,768.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -1.3% | +0.1% | -1.3% | -1.3% |
| 3M | +18.9% | +2.0% | +16.9% | +15.2% |
| 6M | +15.0% | +13.0% | +2.0% | -2.9% |
| YTD | +12.2% | +13.5% | -1.3% | -5.8% |
| 1Y | +5.6% | +20.0% | -14.3% | -17.8% |
| 3Y | +74.9% | +77.2% | -2.3% | -20.3% |
| 5Y | +106.6% | +81.9% | +24.8% | -9.8% |
| 10Y | +433.1% | +314.1% | +119.0% | -22.5% |
| All | +12,860.0% | +3,091.8% | +9,768.2% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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