+235.5%
SIMO vs RJF
+7.7%
+227.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.2% |
| 7D | +14.5% | -0.3% | +14.8% | +14.4% |
| 30D | +20.4% | -2.0% | +22.4% | +20.7% |
| 3M | +7.1% | +16.3% | -9.2% | +2.0% |
| 6M | +129.2% | +16.9% | +112.3% | +116.4% |
| YTD | +201.9% | +10.4% | +191.5% | +189.6% |
| 1Y | +235.5% | +7.4% | +228.1% | +226.4% |
| All | +235.5% | +7.7% | +227.8% | +226.4% |
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