-74.4%
STLA vs RJF
+76.2%
-150.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | -4.9% | +4.0% | -8.9% | -6.7% |
| 30D | -4.9% | +6.1% | -11.1% | -7.7% |
| 3M | -23.7% | -5.8% | -17.8% | -21.5% |
| 6M | -45.0% | +9.7% | -54.7% | -47.7% |
| YTD | -60.9% | +6.2% | -67.0% | -62.9% |
| 1Y | -58.9% | +5.3% | -64.2% | -60.8% |
| 3Y | -74.4% | +74.4% | -148.9% | -81.1% |
| All | -74.4% | +76.2% | -150.7% | -81.1% |
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