+414.4%
SPYG vs RJF
+429.3%
-14.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | -0.9% | -2.7% | +1.8% | +0.2% |
| 30D | -1.5% | -4.3% | +2.8% | +0.1% |
| 3M | +3.7% | +15.7% | -12.0% | -2.5% |
| 6M | +16.4% | +17.8% | -1.4% | +8.4% |
| YTD | +13.3% | +9.2% | +4.2% | +8.3% |
| 1Y | +17.9% | +2.8% | +15.1% | +15.1% |
| 3Y | +98.3% | +69.5% | +28.9% | +55.5% |
| 5Y | +86.4% | +105.9% | -19.5% | +32.9% |
| All | +414.4% | +429.3% | -14.9% | +158.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling