+9,818.1%
STZ vs RJF
+13,179.9%
-3,361.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.3% |
| 7D | -1.9% | -0.6% | -1.3% | -1.8% |
| 30D | -1.9% | -1.3% | -0.6% | -1.7% |
| 3M | -6.2% | +18.9% | -25.1% | -10.1% |
| 6M | -14.0% | +15.0% | -29.0% | -17.1% |
| YTD | -5.1% | +12.2% | -17.3% | -8.3% |
| 1Y | -9.6% | +5.6% | -15.2% | -11.5% |
| 3Y | -47.2% | +74.9% | -122.1% | -54.7% |
| 5Y | -33.6% | +106.6% | -140.2% | -46.0% |
| 10Y | -9.8% | +433.1% | -442.8% | -42.7% |
| All | +9,818.1% | +13,179.9% | -3,361.8% | +3,212.6% |
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