+86.9%
STLD vs RJF
+7.7%
+79.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -2.8% | -0.3% | -2.5% | -2.7% |
| 30D | -10.4% | -2.0% | -8.4% | -9.7% |
| 3M | -10.6% | +16.3% | -26.9% | -15.2% |
| 6M | +32.7% | +16.9% | +15.8% | +25.0% |
| YTD | +42.8% | +10.4% | +32.4% | +36.3% |
| 1Y | +86.9% | +7.4% | +79.5% | +80.0% |
| All | +86.9% | +7.7% | +79.2% | +80.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling