+50.1%
STT vs RJF
+3.6%
+46.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.6% |
| 7D | +4.8% | +3.6% | +1.2% | +2.8% |
| 30D | +3.9% | +7.2% | -3.3% | +0.1% |
| 3M | -8.2% | -6.5% | -1.7% | -4.8% |
| 6M | +15.6% | +10.3% | +5.3% | +9.8% |
| YTD | +37.6% | +6.5% | +31.1% | +30.9% |
| 1Y | +50.1% | +6.1% | +44.0% | +43.1% |
| All | +50.1% | +3.6% | +46.5% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling