+7,406.7%
STRL vs RJF
+431.7%
+6,975.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.9% |
| 7D | +10.1% | +1.8% | +8.3% | +8.7% |
| 30D | -8.2% | 0.0% | -8.2% | -8.5% |
| 3M | -43.7% | +18.0% | -61.7% | -50.4% |
| 6M | +27.1% | +17.0% | +10.1% | +13.1% |
| YTD | +64.0% | +11.1% | +52.9% | +49.7% |
| 1Y | +75.2% | +8.0% | +67.2% | +63.4% |
| 3Y | +539.9% | +73.3% | +466.6% | +341.6% |
| 5Y | +2,133.0% | +107.4% | +2,025.6% | +1,224.3% |
| All | +7,406.7% | +431.7% | +6,975.0% | +2,394.6% |
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 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