+1,077.4%
STX vs RJF
+106.2%
+971.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | +9.6% | -0.3% | +9.8% | +9.6% |
| 30D | +10.6% | -2.0% | +12.6% | +11.4% |
| 3M | +4.8% | +16.3% | -11.5% | -3.5% |
| 6M | +137.3% | +16.9% | +120.3% | +116.7% |
| YTD | +222.5% | +10.4% | +212.1% | +203.2% |
| 1Y | +366.2% | +7.4% | +358.8% | +342.2% |
| 3Y | +1,352.9% | +72.2% | +1,280.7% | +963.0% |
| 5Y | +1,077.4% | +105.1% | +972.3% | +628.4% |
| All | +1,077.4% | +106.2% | +971.3% | +628.4% |
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