+575.8%
SPMO vs RJF
+500.3%
+75.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | +1.1% | -2.0% | +3.1% | +1.7% |
| 3M | +2.0% | +16.3% | -14.3% | -3.7% |
| 6M | +26.5% | +16.9% | +9.6% | +18.9% |
| YTD | +26.5% | +10.4% | +16.1% | +20.9% |
| 1Y | +27.9% | +7.4% | +20.5% | +23.2% |
| 3Y | +160.4% | +72.2% | +88.2% | +109.8% |
| 5Y | +151.5% | +105.1% | +46.4% | +87.8% |
| 10Y | +526.3% | +430.9% | +95.4% | +259.0% |
| All | +575.8% | +500.3% | +75.5% | +281.0% |
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