+11.8%
STZ vs RJF
+371.5%
-359.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.5% |
| 7D | +3.4% | +3.4% | +0.1% | +2.4% |
| 30D | +19.6% | +5.9% | +13.6% | +17.5% |
| 3M | +8.0% | -4.6% | +12.7% | +9.5% |
| 6M | -0.3% | +9.5% | -9.7% | -3.5% |
| YTD | +8.6% | +6.0% | +2.6% | +5.5% |
| 1Y | +17.3% | +4.3% | +13.0% | +14.5% |
| 3Y | -34.7% | +76.6% | -111.3% | -47.8% |
| 5Y | -27.6% | +80.6% | -108.2% | -44.2% |
| 10Y | +11.8% | +346.5% | -334.7% | -31.1% |
| All | +11.8% | +371.5% | -359.7% | -31.1% |
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