+16,011.1%
STX vs RJF
+2,598.3%
+13,412.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +7.0% |
| 7D | +2.4% | -0.6% | +2.9% | +2.5% |
| 30D | +1.4% | -1.3% | +2.6% | +1.7% |
| 3M | -8.2% | +18.9% | -27.1% | -15.7% |
| 6M | +127.0% | +15.0% | +112.0% | +110.9% |
| YTD | +209.1% | +12.2% | +196.9% | +190.2% |
| 1Y | +365.4% | +5.6% | +359.8% | +346.7% |
| 3Y | +1,135.4% | +74.9% | +1,060.5% | +839.0% |
| 5Y | +991.5% | +106.6% | +884.9% | +659.6% |
| 10Y | +3,695.8% | +433.1% | +3,262.8% | +1,568.3% |
| All | +16,011.1% | +2,598.3% | +13,412.8% | +2,798.4% |
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 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