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  • SIMO vs RJF✓SelectedUSD · RJFSIMO vs RJF performance historyLatest closeAs of+8.70%09/04
Stock and ETF performance explorer

SIMO vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,365.1%
RJF return
+1,807.5%
Excess return
+1,557.5%
Maximum drawdown
-93.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
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