+417.8%
SIMO vs RJF
+323.5%
+94.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +14.9% | +1.5% | +13.4% | +14.2% |
| 30D | -27.0% | +6.7% | -33.7% | -29.0% |
| 3M | -25.4% | -7.3% | -18.0% | -23.7% |
| 6M | -30.3% | +9.8% | -40.0% | -33.7% |
| YTD | +95.8% | +5.6% | +90.1% | +88.2% |
| 1Y | +100.0% | +2.3% | +97.8% | +94.9% |
| 3Y | +238.3% | +73.6% | +164.7% | +168.2% |
| 5Y | +187.6% | +79.9% | +107.7% | +119.4% |
| All | +417.8% | +323.5% | +94.2% | +170.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling