-9.2%
STM vs RJF
+80.1%
-89.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +5.0% |
| 7D | -5.6% | +3.4% | -9.0% | -7.3% |
| 30D | -14.4% | +5.9% | -20.4% | -17.2% |
| 3M | -20.5% | -4.6% | -15.8% | -18.7% |
| 6M | -24.5% | +9.5% | -34.0% | -29.4% |
| YTD | +72.7% | +6.0% | +66.7% | +63.6% |
| 1Y | +91.0% | +4.3% | +86.7% | +82.7% |
| 3Y | +13.5% | +76.6% | -63.1% | -24.1% |
| 5Y | -9.2% | +80.6% | -89.8% | -41.4% |
| All | -9.2% | +80.1% | -89.3% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling