+907.2%
STRL vs RJF
+80.1%
+827.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.1% | +11.9% | +13.0% |
| 7D | -13.3% | +3.4% | -16.7% | -15.5% |
| 30D | -43.3% | +5.9% | -49.3% | -45.8% |
| 3M | -46.9% | -4.6% | -42.2% | -45.8% |
| 6M | -65.6% | +9.5% | -75.1% | -68.5% |
| YTD | -5.1% | +6.0% | -11.1% | -11.6% |
| 1Y | -23.1% | +4.3% | -27.4% | -27.4% |
| 3Y | +346.8% | +76.6% | +270.3% | +210.1% |
| 5Y | +907.2% | +80.6% | +826.6% | +567.3% |
| All | +907.2% | +80.1% | +827.0% | +567.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling