+1,122.7%
STLD vs RJF
+428.4%
+694.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.6% |
| 7D | -2.8% | -0.3% | -2.5% | -2.7% |
| 30D | -10.4% | -2.0% | -8.4% | -9.1% |
| 3M | -10.6% | +16.3% | -26.9% | -19.6% |
| 6M | +32.7% | +16.9% | +15.8% | +18.6% |
| YTD | +42.8% | +10.4% | +32.4% | +31.6% |
| 1Y | +86.9% | +7.4% | +79.5% | +74.8% |
| 3Y | +143.8% | +72.2% | +71.6% | +61.1% |
| 5Y | +293.5% | +105.1% | +188.4% | +123.2% |
| 10Y | +1,122.7% | +430.9% | +691.7% | +234.4% |
| All | +1,122.7% | +428.4% | +694.2% | +234.4% |
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