+3,365.1%
SIMO vs RJF
+1,807.5%
+1,557.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.6% | +10.3% | +9.4% |
| 7D | +4.2% | -0.6% | +4.8% | +4.4% |
| 30D | +4.1% | -1.3% | +5.3% | +4.4% |
| 3M | -12.9% | +18.9% | -31.8% | -20.4% |
| 6M | +110.3% | +15.0% | +95.3% | +94.5% |
| YTD | +178.6% | +12.2% | +166.4% | +159.6% |
| 1Y | +220.0% | +5.6% | +214.4% | +206.4% |
| 3Y | +409.0% | +74.9% | +334.2% | +280.4% |
| 5Y | +277.3% | +106.6% | +170.7% | +151.5% |
| 10Y | +506.6% | +433.1% | +73.6% | +133.0% |
| All | +3,365.1% | +1,807.5% | +1,557.5% | +590.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling