+769.0%
STLD vs RJF
+323.5%
+445.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +6.9% | +1.5% | +5.4% | +5.8% |
| 30D | -1.5% | +6.7% | -8.2% | -6.0% |
| 3M | -9.7% | -7.3% | -2.3% | -5.4% |
| 6M | +2.3% | +9.8% | -7.4% | -5.0% |
| YTD | +41.0% | +5.6% | +35.4% | +33.2% |
| 1Y | +51.8% | +2.3% | +49.6% | +46.4% |
| 3Y | +126.4% | +73.6% | +52.8% | +48.5% |
| 5Y | +285.7% | +79.9% | +205.8% | +139.4% |
| All | +769.0% | +323.5% | +445.5% | +184.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling