+476.2%
STX vs RJF
+81.1%
+395.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.5% |
| 7D | +14.6% | +3.6% | +11.0% | +12.9% |
| 30D | -26.0% | +7.2% | -33.2% | -28.4% |
| 3M | -42.6% | -6.5% | -36.1% | -41.1% |
| 6M | -35.3% | +10.3% | -45.6% | -39.1% |
| YTD | +92.5% | +6.5% | +86.0% | +83.8% |
| 1Y | +102.4% | +6.1% | +96.3% | +93.6% |
| 3Y | +673.8% | +74.9% | +598.9% | +462.9% |
| All | +476.2% | +81.1% | +395.0% | +285.2% |
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 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