+230.9%
SPOT vs RJF
+69.1%
+161.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | -6.9% | -4.2% | -2.7% | -5.9% |
| 30D | +4.1% | -3.6% | +7.7% | +5.0% |
| 3M | +3.7% | +15.6% | -11.9% | +0.2% |
| 6M | -1.6% | +17.6% | -19.2% | -5.5% |
| YTD | -10.2% | +9.2% | -19.4% | -13.5% |
| 1Y | -25.9% | +5.5% | -31.4% | -27.9% |
| All | +230.9% | +69.1% | +161.8% | +185.8% |
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