+100.5%
SIMO vs RJF
+7.8%
+92.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.3% | -13.9% | -9.3% |
| 7D | -16.9% | +7.2% | -24.0% | -16.5% |
| 30D | -35.4% | +4.9% | -40.3% | -34.9% |
| 3M | -31.9% | -5.5% | -26.3% | -30.7% |
| 6M | -19.3% | +8.0% | -27.3% | -19.9% |
| YTD | +98.5% | +6.2% | +92.3% | +94.2% |
| 1Y | +100.5% | +7.8% | +92.7% | +93.2% |
| All | +100.5% | +7.8% | +92.7% | +93.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling