+135.5%
SPG vs RJF
+76.2%
+59.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +5.6% | +4.0% | +1.6% | +4.1% |
| 30D | +17.6% | +6.1% | +11.4% | +15.1% |
| 3M | +7.5% | -5.8% | +13.3% | +9.5% |
| 6M | +18.5% | +9.7% | +8.8% | +14.0% |
| YTD | +30.9% | +6.2% | +24.8% | +26.6% |
| 1Y | +34.1% | +5.3% | +28.8% | +29.9% |
| 3Y | +135.5% | +74.4% | +61.1% | +79.7% |
| All | +135.5% | +76.2% | +59.3% | +79.7% |
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