-39.7%
STLA vs RJF
+6.3%
-45.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | -3.8% | -4.2% | +0.4% | -2.7% |
| 30D | -3.1% | -3.6% | +0.5% | -2.2% |
| 3M | -19.6% | +15.6% | -35.3% | -22.9% |
| 6M | -23.5% | +17.6% | -41.1% | -27.1% |
| YTD | -51.5% | +9.2% | -60.7% | -54.7% |
| 1Y | -39.7% | +5.5% | -45.2% | -42.6% |
| All | -39.7% | +6.3% | -45.9% | -42.6% |
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 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