+109.0%
SPG vs RJF
+326.9%
-218.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | +2.0% | +3.6% | -1.6% | 0.0% |
| 30D | +17.2% | +7.2% | +10.0% | +12.7% |
| 3M | +6.3% | -6.5% | +12.8% | +10.0% |
| 6M | +18.7% | +10.3% | +8.4% | +11.4% |
| YTD | +30.1% | +6.5% | +23.6% | +23.2% |
| 1Y | +32.8% | +6.1% | +26.6% | +25.7% |
| 3Y | +133.6% | +74.9% | +58.7% | +60.0% |
| 5Y | +84.4% | +81.3% | +3.1% | +19.4% |
| All | +109.0% | +326.9% | -218.0% | -11.5% |
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