+62.0%
SPG vs RJF
+429.5%
-367.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.7% |
| 7D | -2.2% | -4.2% | +2.0% | +0.1% |
| 30D | -5.8% | -3.6% | -2.2% | -4.0% |
| 3M | -2.8% | +15.6% | -18.4% | -10.7% |
| 6M | +8.9% | +17.6% | -8.7% | -1.3% |
| YTD | +14.3% | +9.2% | +5.1% | +7.1% |
| 1Y | +19.5% | +5.5% | +14.0% | +13.7% |
| 3Y | +106.9% | +70.3% | +36.5% | +45.3% |
| 5Y | +108.7% | +106.0% | +2.7% | +26.6% |
| All | +62.0% | +429.5% | -367.5% | -30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling