+444.1%
STM vs RJF
+343.7%
+100.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.2% |
| 7D | -7.9% | +4.0% | -11.9% | -10.1% |
| 30D | -14.1% | +6.1% | -20.3% | -17.2% |
| 3M | -17.6% | -5.8% | -11.8% | -15.0% |
| 6M | -24.2% | +9.7% | -33.9% | -29.4% |
| YTD | +73.3% | +6.2% | +67.1% | +63.7% |
| 1Y | +90.1% | +5.3% | +84.8% | +80.5% |
| 3Y | +10.3% | +74.4% | -64.1% | -25.3% |
| 5Y | -5.7% | +81.6% | -87.3% | -39.1% |
| 10Y | +444.1% | +333.6% | +110.5% | +112.5% |
| All | +444.1% | +343.7% | +100.4% | +112.5% |
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