+565.6%
SIMO vs RJF
+431.7%
+133.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.1% | +6.5% |
| 7D | +14.6% | +1.8% | +12.8% | +13.7% |
| 30D | +6.2% | 0.0% | +6.2% | +6.0% |
| 3M | +3.6% | +18.0% | -14.4% | -3.6% |
| 6M | +130.8% | +17.0% | +113.8% | +114.9% |
| YTD | +195.8% | +11.1% | +184.6% | +180.1% |
| 1Y | +225.0% | +8.0% | +217.0% | +211.3% |
| 3Y | +452.3% | +73.3% | +379.0% | +338.8% |
| 5Y | +303.6% | +107.4% | +196.2% | +191.9% |
| All | +565.6% | +431.7% | +133.9% | +206.8% |
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 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