+350.4%
STX vs RJF
+6.3%
+344.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.5% |
| 7D | +8.0% | -4.2% | +12.2% | +8.5% |
| 30D | +5.1% | -3.6% | +8.7% | +5.6% |
| 3M | +5.8% | +15.6% | -9.9% | +1.3% |
| 6M | +124.9% | +17.6% | +107.3% | +111.8% |
| YTD | +213.9% | +9.2% | +204.7% | +212.2% |
| 1Y | +350.4% | +5.5% | +344.9% | +343.6% |
| All | +350.4% | +6.3% | +344.1% | +343.6% |
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