-65.6%
STLA vs RJF
+76.7%
-142.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.6% |
| 7D | +0.7% | +1.8% | -1.0% | -0.1% |
| 30D | -2.4% | 0.0% | -2.3% | -2.4% |
| 3M | -23.9% | +18.0% | -41.8% | -30.0% |
| 6M | -24.6% | +17.0% | -41.6% | -30.6% |
| YTD | -50.5% | +11.1% | -61.6% | -53.9% |
| 1Y | -39.8% | +8.0% | -47.8% | -43.2% |
| 3Y | -65.6% | +73.3% | -138.9% | -73.8% |
| All | -65.6% | +76.7% | -142.3% | -73.8% |
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