+11,526.8%
STRL vs RJF
+22,335.3%
-10,808.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.1% | +11.9% | +13.9% |
| 7D | -13.3% | +3.4% | -16.7% | -14.6% |
| 30D | -43.3% | +5.9% | -49.3% | -44.7% |
| 3M | -46.9% | -4.6% | -42.2% | -46.3% |
| 6M | -65.6% | +9.5% | -75.1% | -67.1% |
| YTD | -5.1% | +6.0% | -11.1% | -8.2% |
| 1Y | -23.1% | +4.3% | -27.4% | -25.1% |
| 3Y | +346.8% | +76.6% | +270.3% | +268.5% |
| 5Y | +907.2% | +80.6% | +826.6% | +719.5% |
| 10Y | +3,988.2% | +346.5% | +3,641.7% | +2,429.7% |
| All | +11,526.8% | +22,335.3% | -10,808.5% | +4,129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling