+4,789.7%
SITM vs RJF
+225.3%
+4,564.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.6% |
| 7D | +3.9% | -2.7% | +6.6% | +6.0% |
| 30D | -6.6% | -4.3% | -2.3% | -3.8% |
| 3M | -11.9% | +15.7% | -27.6% | -22.6% |
| 6M | +81.1% | +17.8% | +63.3% | +55.0% |
| YTD | +80.0% | +9.2% | +70.8% | +61.4% |
| 1Y | +145.8% | +2.8% | +143.1% | +132.7% |
| 3Y | +475.9% | +69.5% | +406.4% | +273.4% |
| 5Y | +189.2% | +105.9% | +83.3% | +68.2% |
| All | +4,789.7% | +225.3% | +4,564.4% | +2,383.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling