+4,507.3%
SITM vs RJF
+231.1%
+4,276.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -1.4% |
| 7D | +8.4% | +1.8% | +6.6% | +6.9% |
| 30D | -17.4% | 0.0% | -17.4% | -17.7% |
| 3M | -9.8% | +18.0% | -27.8% | -21.9% |
| 6M | +83.0% | +17.0% | +66.0% | +57.5% |
| YTD | +69.6% | +11.1% | +58.5% | +50.2% |
| 1Y | +144.9% | +8.0% | +136.9% | +123.3% |
| 3Y | +429.9% | +73.3% | +356.6% | +238.0% |
| 5Y | +169.2% | +107.4% | +61.7% | +55.5% |
| All | +4,507.3% | +231.1% | +4,276.2% | +2,210.3% |
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