+3,667.9%
STRL vs RJF
+326.9%
+3,341.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.6% |
| 7D | +15.7% | +3.6% | +12.1% | +13.2% |
| 30D | -35.5% | +7.2% | -42.7% | -38.9% |
| 3M | -47.1% | -6.5% | -40.6% | -45.5% |
| 6M | -65.8% | +10.3% | -76.1% | -68.8% |
| YTD | -4.5% | +6.5% | -11.0% | -11.4% |
| 1Y | -10.5% | +6.1% | -16.6% | -16.7% |
| 3Y | +340.6% | +74.9% | +265.7% | +199.2% |
| 5Y | +911.0% | +81.3% | +829.7% | +548.0% |
| All | +3,667.9% | +326.9% | +3,341.0% | +1,333.2% |
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