+346.8%
STRL vs RJF
+74.9%
+272.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.1% | +11.9% | +12.8% |
| 7D | -13.3% | +3.4% | -16.7% | -15.7% |
| 30D | -43.3% | +5.9% | -49.3% | -46.0% |
| 3M | -46.9% | -4.6% | -42.2% | -45.5% |
| 6M | -65.6% | +9.5% | -75.1% | -69.0% |
| YTD | -5.1% | +6.0% | -11.1% | -13.1% |
| 1Y | -23.1% | +4.3% | -27.4% | -28.4% |
| 3Y | +346.8% | +76.6% | +270.3% | +189.9% |
| All | +346.8% | +74.9% | +272.0% | +189.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling