-38.8%
STLA vs RJF
+7.8%
-46.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.7% |
| 7D | +2.6% | -0.6% | +3.2% | +2.7% |
| 30D | -1.2% | -1.3% | 0.0% | -1.0% |
| 3M | -24.8% | +18.9% | -43.6% | -28.2% |
| 6M | -25.6% | +15.0% | -40.6% | -28.6% |
| YTD | -48.9% | +12.2% | -61.2% | -52.4% |
| 1Y | -38.8% | +5.6% | -44.4% | -41.5% |
| All | -38.8% | +7.8% | -46.6% | -41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling