+195.6%
STT vs RJF
+71.0%
+124.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | +1.0% | -0.3% | +1.2% | +1.1% |
| 30D | +2.8% | -2.0% | +4.8% | +3.9% |
| 3M | +18.1% | +16.3% | +1.8% | +8.2% |
| 6M | +59.2% | +16.9% | +42.3% | +45.1% |
| YTD | +51.5% | +10.4% | +41.0% | +42.0% |
| 1Y | +75.7% | +7.4% | +68.2% | +67.1% |
| All | +195.6% | +71.0% | +124.6% | +118.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling