+11.8%
STZ vs RJF
+334.0%
-322.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -0.9% | -0.9% | 0.0% | -0.7% |
| 30D | +14.9% | +5.3% | +9.6% | +13.1% |
| 3M | +8.4% | -6.8% | +15.3% | +10.7% |
| 6M | +2.8% | +11.4% | -8.6% | -1.0% |
| YTD | +7.5% | +5.5% | +2.0% | +4.6% |
| 1Y | +12.5% | +3.7% | +8.9% | +10.0% |
| 3Y | -35.4% | +73.4% | -108.8% | -48.1% |
| 5Y | -29.3% | +78.3% | -107.6% | -45.3% |
| 10Y | +11.8% | +328.4% | -316.6% | -32.1% |
| All | +11.8% | +334.0% | -322.2% | -32.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling