+9,929.9%
STX vs RJF
+2,461.0%
+7,468.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.4% |
| 7D | +14.6% | +3.6% | +11.0% | +12.9% |
| 30D | -26.0% | +7.2% | -33.2% | -28.3% |
| 3M | -42.6% | -6.5% | -36.1% | -41.2% |
| 6M | -35.3% | +10.3% | -45.6% | -38.9% |
| YTD | +92.5% | +6.5% | +86.0% | +84.4% |
| 1Y | +102.4% | +6.1% | +96.3% | +94.2% |
| 3Y | +673.8% | +74.9% | +598.9% | +488.3% |
| 5Y | +463.1% | +81.3% | +381.7% | +313.7% |
| 10Y | +2,014.6% | +332.3% | +1,682.3% | +914.7% |
| All | +9,929.9% | +2,461.0% | +7,468.8% | +1,741.1% |
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