-22.9%
SHAK vs RJF
+7.8%
-30.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.3% | -0.5% | +1.2% |
| 7D | +8.3% | +7.2% | +1.2% | +4.0% |
| 30D | +16.7% | +4.9% | +11.8% | +13.4% |
| 3M | +10.0% | -5.5% | +15.5% | +13.8% |
| 6M | -23.8% | +8.0% | -31.8% | -25.9% |
| YTD | -10.3% | +6.2% | -16.5% | -12.9% |
| 1Y | -22.9% | +7.8% | -30.7% | -25.9% |
| All | -22.9% | +7.8% | -30.7% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling