+3,877.5%
STRL vs RJF
+343.7%
+3,533.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -19.8% | +4.0% | -23.8% | -22.2% |
| 30D | -43.6% | +6.1% | -49.7% | -46.2% |
| 3M | -45.2% | -5.8% | -39.4% | -43.7% |
| 6M | -65.7% | +9.7% | -75.4% | -68.7% |
| YTD | -5.4% | +6.2% | -11.6% | -12.0% |
| 1Y | -24.7% | +5.3% | -30.0% | -29.3% |
| 3Y | +335.0% | +74.4% | +260.6% | +196.0% |
| 5Y | +915.3% | +81.6% | +833.7% | +550.5% |
| 10Y | +3,877.5% | +333.6% | +3,543.9% | +1,391.2% |
| All | +3,877.5% | +343.7% | +3,533.8% | +1,391.2% |
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