+664.5%
STM vs RJF
+428.4%
+236.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.4% |
| 7D | +1.7% | -0.3% | +1.9% | +1.8% |
| 30D | -5.2% | -2.0% | -3.1% | -4.2% |
| 3M | -29.6% | +16.3% | -45.9% | -36.4% |
| 6M | +54.4% | +16.9% | +37.4% | +38.8% |
| YTD | +99.5% | +10.4% | +89.1% | +84.7% |
| 1Y | +100.8% | +7.4% | +93.3% | +88.8% |
| 3Y | +20.2% | +72.2% | -52.1% | -17.7% |
| 5Y | +21.1% | +105.1% | -84.0% | -27.2% |
| 10Y | +664.5% | +430.9% | +233.6% | +149.2% |
| All | +664.5% | +428.4% | +236.1% | +149.2% |
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 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