+2,226.3%
SIMO vs RJF
+1,701.4%
+524.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +4.3% |
| 7D | -8.5% | +3.4% | -11.8% | -9.9% |
| 30D | -34.8% | +5.9% | -40.8% | -36.8% |
| 3M | -32.8% | -4.6% | -28.2% | -31.9% |
| 6M | -32.0% | +9.5% | -41.5% | -36.1% |
| YTD | +87.0% | +6.0% | +81.1% | +77.8% |
| 1Y | +86.1% | +4.3% | +81.7% | +78.3% |
| 3Y | +226.4% | +76.6% | +149.8% | +142.1% |
| 5Y | +172.1% | +80.6% | +91.6% | +92.6% |
| 10Y | +408.0% | +346.5% | +61.5% | +111.6% |
| All | +2,226.3% | +1,701.4% | +524.9% | +372.7% |
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