+96.7%
SPYG vs RJF
+69.1%
+27.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -1.8% | -4.2% | +2.4% | -0.4% |
| 30D | -1.9% | -3.6% | +1.7% | -0.7% |
| 3M | +5.2% | +15.6% | -10.5% | -0.4% |
| 6M | +15.6% | +17.6% | -2.0% | +8.5% |
| YTD | +12.4% | +9.2% | +3.2% | +7.9% |
| 1Y | +17.5% | +5.5% | +11.9% | +13.9% |
| All | +96.7% | +69.1% | +27.7% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling