+12,200.5%
RJF vs SPY
+3,034.0%
+9,166.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.3% |
| 7D | +3.6% | +2.6% | +1.0% | +0.1% |
| 30D | +7.2% | -2.0% | +9.2% | +9.8% |
| 3M | -6.5% | -2.8% | -3.7% | -3.3% |
| 6M | +10.3% | +2.1% | +8.2% | +6.3% |
| YTD | +6.5% | +11.5% | -5.0% | -8.8% |
| 1Y | +6.1% | +13.5% | -7.3% | -11.2% |
| 3Y | +74.9% | +77.7% | -2.8% | -21.0% |
| 5Y | +81.3% | +72.6% | +8.7% | -15.4% |
| 10Y | +332.3% | +308.2% | +24.1% | -36.3% |
| All | +12,200.5% | +3,034.0% | +9,166.5% | +159.7% |
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