+3,036.2%
SPY vs RJF
+11,962.8%
-8,926.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +2.6% | +3.6% | -1.0% | +1.4% |
| 30D | -2.0% | +7.2% | -9.2% | -4.2% |
| 3M | -2.8% | -6.5% | +3.7% | -0.9% |
| 6M | +2.1% | +10.3% | -8.2% | -1.5% |
| YTD | +11.5% | +6.5% | +5.0% | +8.3% |
| 1Y | +13.5% | +6.1% | +7.3% | +10.2% |
| 3Y | +77.7% | +74.9% | +2.8% | +45.4% |
| 5Y | +72.6% | +81.3% | -8.7% | +37.6% |
| 10Y | +308.2% | +332.3% | -24.1% | +138.0% |
| All | +3,036.2% | +11,962.8% | -8,926.6% | +599.3% |
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