+84.9%
SPYG vs RJF
+101.5%
-16.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | -1.8% | -4.2% | +2.4% | -0.1% |
| 30D | -1.9% | -3.6% | +1.7% | -0.5% |
| 3M | +5.2% | +15.6% | -10.5% | -1.4% |
| 6M | +15.6% | +17.6% | -2.0% | +7.2% |
| YTD | +12.4% | +9.2% | +3.2% | +7.1% |
| 1Y | +17.5% | +5.5% | +11.9% | +13.3% |
| 3Y | +98.1% | +70.3% | +27.8% | +51.0% |
| 5Y | +84.9% | +106.0% | -21.1% | +26.0% |
| All | +84.9% | +101.5% | -16.6% | +26.0% |
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 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