+82.6%
SPYM vs RJF
+101.5%
-18.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -2.0% | -4.2% | +2.2% | -0.4% |
| 30D | -1.6% | -3.6% | +2.0% | -0.3% |
| 3M | +4.7% | +15.6% | -10.9% | -1.2% |
| 6M | +12.6% | +17.6% | -5.0% | +5.2% |
| YTD | +11.8% | +9.2% | +2.6% | +7.0% |
| 1Y | +17.5% | +5.5% | +12.0% | +13.8% |
| 3Y | +77.0% | +70.3% | +6.6% | +38.2% |
| 5Y | +82.6% | +106.0% | -23.4% | +27.8% |
| All | +82.6% | +101.5% | -18.9% | +27.8% |
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 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