+83.4%
SHAK vs RJF
+429.3%
-345.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -8.3% | -2.7% | -5.6% | -6.7% |
| 30D | -12.6% | -4.3% | -8.4% | -10.3% |
| 3M | +9.1% | +15.7% | -6.6% | -0.5% |
| 6M | -31.2% | +17.8% | -49.1% | -37.7% |
| YTD | -21.6% | +9.2% | -30.8% | -25.8% |
| 1Y | -38.8% | +2.8% | -41.6% | -40.2% |
| 3Y | +0.6% | +69.5% | -68.8% | -27.8% |
| 5Y | -22.5% | +105.9% | -128.5% | -51.2% |
| All | +83.4% | +429.3% | -345.8% | -30.2% |
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