+72.6%
SPY vs RJF
+81.1%
-8.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +2.6% | +3.6% | -1.0% | +1.2% |
| 30D | -2.0% | +7.2% | -9.2% | -4.6% |
| 3M | -2.8% | -6.5% | +3.7% | -0.5% |
| 6M | +2.1% | +10.3% | -8.2% | -2.2% |
| YTD | +11.5% | +6.5% | +5.0% | +7.5% |
| 1Y | +13.5% | +6.1% | +7.3% | +9.5% |
| 3Y | +77.7% | +74.9% | +2.8% | +36.6% |
| All | +72.6% | +81.1% | -8.6% | +25.9% |
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