+8,153.7%
STLD vs RJF
+7,122.7%
+1,031.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -0.8% |
| 7D | +3.1% | -0.6% | +3.7% | +3.4% |
| 30D | -9.0% | -1.3% | -7.7% | -8.3% |
| 3M | -12.4% | +18.9% | -31.2% | -20.4% |
| 6M | +25.5% | +15.0% | +10.5% | +15.9% |
| YTD | +43.6% | +12.2% | +31.4% | +33.6% |
| 1Y | +87.2% | +5.6% | +81.6% | +79.3% |
| 3Y | +135.2% | +74.9% | +60.4% | +70.2% |
| 5Y | +290.9% | +106.6% | +184.2% | +156.0% |
| 10Y | +1,113.5% | +433.1% | +680.4% | +380.6% |
| All | +8,153.7% | +7,122.7% | +1,031.0% | +1,007.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling