+254.8%
SPOT vs RJF
+245.8%
+9.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -2.2% |
| 7D | -2.9% | +1.8% | -4.6% | -3.4% |
| 30D | +8.3% | 0.0% | +8.3% | +8.3% |
| 3M | +5.1% | +18.0% | -12.9% | -0.4% |
| 6M | -6.5% | +17.0% | -23.4% | -11.3% |
| YTD | -9.0% | +11.1% | -20.1% | -13.1% |
| 1Y | -26.4% | +8.0% | -34.4% | -29.2% |
| 3Y | +240.0% | +73.3% | +166.7% | +174.8% |
| 5Y | +111.7% | +107.4% | +4.3% | +61.6% |
| All | +254.8% | +245.8% | +9.0% | +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 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