+787.1%
STLD vs RJF
+343.7%
+443.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.6% |
| 7D | -4.7% | +4.0% | -8.6% | -7.2% |
| 30D | -0.9% | +6.1% | -7.1% | -5.1% |
| 3M | -11.9% | -5.8% | -6.1% | -8.7% |
| 6M | +0.9% | +9.7% | -8.8% | -6.3% |
| YTD | +40.4% | +6.2% | +34.3% | +32.3% |
| 1Y | +56.6% | +5.3% | +51.3% | +48.0% |
| 3Y | +125.5% | +74.4% | +51.0% | +47.4% |
| 5Y | +292.8% | +81.6% | +211.3% | +142.2% |
| 10Y | +787.1% | +333.6% | +453.5% | +183.5% |
| All | +787.1% | +343.7% | +443.4% | +183.5% |
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