-29.4%
STZ vs RJF
+73.7%
-103.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | +4.9% | +3.6% | +1.4% | +4.2% |
| 30D | +20.9% | +3.5% | +17.3% | +20.0% |
| 3M | +8.0% | -8.9% | +16.9% | +10.0% |
| 6M | -5.3% | +2.9% | -8.2% | -6.1% |
| YTD | +5.9% | +2.8% | +3.1% | +4.6% |
| 1Y | +14.2% | +2.7% | +11.5% | +12.7% |
| 3Y | -37.0% | +69.3% | -106.3% | -45.9% |
| All | -29.4% | +73.7% | -103.1% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling