+19,359.6%
STRL vs RJF
+23,656.4%
-4,296.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.3% | +6.3% |
| 7D | +3.4% | -0.6% | +4.0% | +3.6% |
| 30D | -9.2% | -1.3% | -8.0% | -9.0% |
| 3M | -51.0% | +18.9% | -69.9% | -54.2% |
| 6M | +15.8% | +15.0% | +0.7% | +9.8% |
| YTD | +58.9% | +12.2% | +46.7% | +51.4% |
| 1Y | +68.5% | +5.6% | +62.9% | +64.3% |
| 3Y | +485.2% | +74.9% | +410.4% | +386.2% |
| 5Y | +2,005.1% | +106.6% | +1,898.5% | +1,546.2% |
| 10Y | +7,118.0% | +433.1% | +6,684.9% | +4,156.7% |
| All | +19,359.6% | +23,656.4% | -4,296.8% | +6,875.9% |
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 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