+7,518.6%
STLD vs RJF
+6,518.2%
+1,000.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -11.1% | +3.6% | -14.7% | -12.9% |
| 30D | -4.8% | +3.5% | -8.3% | -6.8% |
| 3M | -14.6% | -8.9% | -5.6% | -10.5% |
| 6M | -7.4% | +2.9% | -10.3% | -9.6% |
| YTD | +32.6% | +2.8% | +29.7% | +28.8% |
| 1Y | +47.3% | +2.7% | +44.7% | +43.1% |
| 3Y | +107.5% | +69.3% | +38.2% | +52.5% |
| 5Y | +268.8% | +75.0% | +193.8% | +163.2% |
| 10Y | +883.3% | +378.5% | +504.8% | +311.5% |
| All | +7,518.6% | +6,518.2% | +1,000.4% | +967.2% |
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