+123.8%
STX vs RJF
+7.8%
+116.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.3% | -12.5% | -8.7% |
| 7D | -20.2% | +7.2% | -27.3% | -21.1% |
| 30D | -37.2% | +4.9% | -42.1% | -37.6% |
| 3M | -34.1% | -5.5% | -28.5% | -32.9% |
| 6M | -24.5% | +8.0% | -32.4% | -26.9% |
| YTD | +102.9% | +6.2% | +96.8% | +96.5% |
| 1Y | +123.8% | +7.8% | +116.0% | +111.6% |
| All | +123.8% | +7.8% | +116.0% | +111.6% |
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