+252.8%
SPOT vs RJF
+239.7%
+13.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.1% | -2.7% | -0.4% | -2.2% |
| 30D | +7.4% | -4.3% | +11.6% | +8.8% |
| 3M | +8.2% | +15.7% | -7.5% | +3.1% |
| 6M | +2.2% | +17.8% | -15.6% | -3.3% |
| YTD | -9.5% | +9.2% | -18.6% | -13.1% |
| 1Y | -23.8% | +2.8% | -26.6% | -25.5% |
| 3Y | +233.5% | +69.5% | +164.0% | +171.4% |
| 5Y | +112.2% | +105.9% | +6.3% | +62.5% |
| All | +252.8% | +239.7% | +13.1% | +129.0% |
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 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