+174.0%
SITM vs RJF
+101.5%
+72.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +3.1% |
| 7D | +4.8% | -4.2% | +9.0% | +8.6% |
| 30D | -9.7% | -3.6% | -6.1% | -7.1% |
| 3M | -9.3% | +15.6% | -25.0% | -22.2% |
| 6M | +69.5% | +17.6% | +51.9% | +40.7% |
| YTD | +70.5% | +9.2% | +61.3% | +49.1% |
| 1Y | +145.3% | +5.5% | +139.7% | +123.4% |
| 3Y | +432.8% | +70.3% | +362.5% | +200.0% |
| 5Y | +174.0% | +106.0% | +68.0% | +34.4% |
| All | +174.0% | +101.5% | +72.5% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling