+10,374.7%
STX vs RJF
+2,438.1%
+7,936.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.6% | +10.6% | +10.2% |
| 7D | -1.0% | -0.9% | 0.0% | -0.3% |
| 30D | -26.8% | +5.3% | -32.1% | -28.5% |
| 3M | -32.7% | -6.8% | -25.9% | -30.9% |
| 6M | -33.7% | +11.4% | -45.2% | -37.7% |
| YTD | +101.0% | +5.5% | +95.4% | +93.3% |
| 1Y | +92.7% | +3.7% | +89.0% | +86.9% |
| 3Y | +708.7% | +73.4% | +635.3% | +517.2% |
| 5Y | +504.0% | +78.3% | +425.7% | +347.0% |
| 10Y | +2,108.4% | +328.4% | +1,779.9% | +964.0% |
| All | +10,374.7% | +2,438.1% | +7,936.6% | +1,830.5% |
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