+5,922.7%
SPG vs RJF
+12,385.2%
-6,462.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +2.0% | +3.6% | -1.6% | +0.5% |
| 30D | +17.2% | +7.2% | +10.0% | +13.9% |
| 3M | +6.3% | -6.5% | +12.8% | +9.1% |
| 6M | +18.7% | +10.3% | +8.4% | +13.3% |
| YTD | +30.1% | +6.5% | +23.6% | +25.2% |
| 1Y | +32.8% | +6.1% | +26.6% | +27.8% |
| 3Y | +133.6% | +74.9% | +58.7% | +80.4% |
| 5Y | +84.4% | +81.3% | +3.1% | +38.4% |
| 10Y | +114.3% | +332.3% | -218.0% | +12.5% |
| All | +5,922.7% | +12,385.2% | -6,462.5% | +1,458.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling