+561.6%
SPYG vs RJF
+2,494.7%
-1,933.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | +1.2% | +1.8% | -0.6% | +0.6% |
| 30D | -1.6% | 0.0% | -1.5% | -1.6% |
| 3M | +3.4% | +18.0% | -14.6% | -2.8% |
| 6M | +18.9% | +17.0% | +1.9% | +11.9% |
| YTD | +13.8% | +11.1% | +2.7% | +8.7% |
| 1Y | +20.6% | +8.0% | +12.6% | +16.1% |
| 3Y | +100.5% | +73.3% | +27.2% | +61.2% |
| 5Y | +84.6% | +107.4% | -22.8% | +37.5% |
| 10Y | +410.8% | +428.5% | -17.7% | +160.7% |
| All | +561.6% | +2,494.7% | -1,933.0% | +29.5% |
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