-62.1%
STLA vs RJF
+105.7%
-167.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.5% |
| 7D | +0.7% | +1.8% | -1.0% | -0.2% |
| 30D | -2.4% | 0.0% | -2.3% | -2.4% |
| 3M | -23.9% | +18.0% | -41.8% | -31.0% |
| 6M | -24.6% | +17.0% | -41.6% | -31.6% |
| YTD | -50.5% | +11.1% | -61.6% | -54.4% |
| 1Y | -39.8% | +8.0% | -47.8% | -43.6% |
| 3Y | -65.6% | +73.3% | -138.9% | -76.4% |
| 5Y | -62.1% | +107.4% | -169.5% | -78.1% |
| All | -62.1% | +105.7% | -167.8% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling