+2,193.0%
SIMO vs RJF
+1,704.8%
+488.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -16.0% | +4.0% | -20.0% | -17.6% |
| 30D | -35.8% | +6.1% | -41.9% | -37.8% |
| 3M | -26.5% | -5.8% | -20.7% | -25.0% |
| 6M | -33.0% | +9.7% | -42.7% | -37.0% |
| YTD | +84.3% | +6.2% | +78.2% | +75.1% |
| 1Y | +82.0% | +5.3% | +76.7% | +73.6% |
| 3Y | +218.5% | +74.4% | +144.1% | +137.5% |
| 5Y | +175.0% | +81.6% | +93.5% | +94.2% |
| 10Y | +407.5% | +333.6% | +74.0% | +114.6% |
| All | +2,193.0% | +1,704.8% | +488.2% | +365.5% |
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