+2,285.7%
STM vs RJF
+15,650.7%
-13,364.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.6% |
| 7D | +5.8% | -0.6% | +6.4% | +6.1% |
| 30D | -1.0% | -1.3% | +0.2% | -0.6% |
| 3M | -33.3% | +18.9% | -52.1% | -39.3% |
| 6M | +57.4% | +15.0% | +42.3% | +45.4% |
| YTD | +102.2% | +12.2% | +90.0% | +88.4% |
| 1Y | +99.6% | +5.6% | +94.0% | +91.4% |
| 3Y | +14.5% | +74.9% | -60.3% | -16.0% |
| 5Y | +21.4% | +106.6% | -85.3% | -18.9% |
| 10Y | +695.0% | +433.1% | +261.9% | +224.8% |
| All | +2,285.7% | +15,650.7% | -13,364.9% | +124.6% |
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