+260.3%
STT vs RJF
+429.5%
-169.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.5% |
| 7D | -1.4% | -4.2% | +2.8% | +1.8% |
| 30D | +2.2% | -3.6% | +5.8% | +4.9% |
| 3M | +18.8% | +15.6% | +3.2% | +6.2% |
| 6M | +57.9% | +17.6% | +40.3% | +38.8% |
| YTD | +51.0% | +9.2% | +41.8% | +39.5% |
| 1Y | +77.1% | +5.5% | +71.6% | +67.6% |
| 3Y | +199.8% | +70.3% | +129.5% | +90.0% |
| 5Y | +156.0% | +106.0% | +49.9% | +36.6% |
| All | +260.3% | +429.5% | -169.2% | -5.4% |
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