+6,565.3%
STT vs RJF
+47,306.8%
-40,741.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.6% |
| 7D | +4.8% | +3.6% | +1.2% | +2.7% |
| 30D | +3.9% | +7.2% | -3.3% | -0.2% |
| 3M | -8.2% | -6.5% | -1.7% | -4.8% |
| 6M | +15.6% | +10.3% | +5.3% | +9.0% |
| YTD | +37.6% | +6.5% | +31.1% | +31.8% |
| 1Y | +50.1% | +6.1% | +44.0% | +43.9% |
| 3Y | +183.1% | +74.9% | +108.2% | +102.8% |
| 5Y | +104.8% | +81.3% | +23.5% | +43.4% |
| 10Y | +201.9% | +332.3% | -130.4% | +33.4% |
| All | +6,565.3% | +47,306.8% | -40,741.5% | +567.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling