+109.4%
SPG vs RJF
+78.4%
+31.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | -6.8% | -1.3% | -5.6% | -6.5% |
| 3M | +2.7% | +18.9% | -16.2% | -4.1% |
| 6M | +5.5% | +15.0% | -9.6% | -0.5% |
| YTD | +15.7% | +12.2% | +3.5% | +9.6% |
| 1Y | +20.9% | +5.6% | +15.2% | +17.2% |
| All | +109.4% | +78.4% | +31.0% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling