+110.6%
SPOT vs RJF
+101.5%
+9.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | -6.9% | -4.2% | -2.7% | -5.2% |
| 30D | +4.1% | -3.6% | +7.7% | +5.6% |
| 3M | +3.7% | +15.6% | -11.9% | -2.5% |
| 6M | -1.6% | +17.6% | -19.2% | -8.5% |
| YTD | -10.2% | +9.2% | -19.4% | -15.1% |
| 1Y | -25.9% | +5.5% | -31.4% | -28.9% |
| 3Y | +235.6% | +70.3% | +165.3% | +144.4% |
| 5Y | +110.6% | +106.0% | +4.6% | +35.9% |
| All | +110.6% | +101.5% | +9.1% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling