+155.8%
STT vs RJF
+106.2%
+49.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.1% |
| 3M | +18.1% | +16.3% | +1.8% | +6.4% |
| 6M | +59.2% | +16.9% | +42.3% | +42.4% |
| YTD | +51.5% | +10.4% | +41.0% | +40.1% |
| 1Y | +75.7% | +7.4% | +68.3% | +65.3% |
| 3Y | +200.8% | +72.2% | +128.5% | +96.8% |
| 5Y | +155.8% | +105.1% | +50.7% | +41.7% |
| All | +155.8% | +106.2% | +49.6% | +41.7% |
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