+226.4%
SIMO vs RJF
+74.9%
+151.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +4.7% |
| 7D | -8.5% | +3.4% | -11.8% | -9.5% |
| 30D | -34.8% | +5.9% | -40.8% | -36.2% |
| 3M | -32.8% | -4.6% | -28.2% | -31.8% |
| 6M | -32.0% | +9.5% | -41.5% | -35.5% |
| YTD | +87.0% | +6.0% | +81.1% | +79.0% |
| 1Y | +86.1% | +4.3% | +81.7% | +79.5% |
| 3Y | +226.4% | +76.6% | +149.8% | +167.3% |
| All | +226.4% | +74.9% | +151.5% | +167.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling