+445.6%
SITM vs RJF
+69.1%
+376.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.9% |
| 7D | +4.8% | -4.2% | +9.0% | +7.9% |
| 30D | -9.7% | -3.6% | -6.1% | -7.6% |
| 3M | -9.3% | +15.6% | -25.0% | -20.5% |
| 6M | +69.5% | +17.6% | +51.9% | +43.9% |
| YTD | +70.5% | +9.2% | +61.3% | +51.6% |
| 1Y | +145.3% | +5.5% | +139.7% | +126.8% |
| All | +445.6% | +69.1% | +376.6% | +231.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling