+1.1%
STZ vs RJF
+367.7%
-366.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | +4.9% | +3.6% | +1.4% | +3.9% |
| 30D | +20.9% | +3.5% | +17.3% | +19.6% |
| 3M | +8.0% | -8.9% | +16.9% | +10.9% |
| 6M | -5.3% | +2.9% | -8.2% | -6.5% |
| YTD | +5.9% | +2.8% | +3.1% | +3.9% |
| 1Y | +14.2% | +2.7% | +11.5% | +12.0% |
| 3Y | -37.0% | +69.3% | -106.3% | -48.6% |
| 5Y | -29.7% | +75.0% | -104.7% | -45.0% |
| All | +1.1% | +367.7% | -366.5% | -27.2% |
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 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