+106.9%
STT vs RJF
+80.1%
+26.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.9% |
| 7D | +0.4% | -0.9% | +1.4% | +1.1% |
| 30D | -0.4% | +5.3% | -5.8% | -4.0% |
| 3M | -6.5% | -6.8% | +0.4% | -2.2% |
| 6M | +17.2% | +11.4% | +5.7% | +8.3% |
| YTD | +38.2% | +5.5% | +32.7% | +31.6% |
| 1Y | +49.3% | +3.7% | +45.6% | +43.8% |
| 3Y | +181.9% | +73.4% | +108.5% | +83.7% |
| 5Y | +106.9% | +78.3% | +28.6% | +28.2% |
| All | +106.9% | +80.1% | +26.8% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling