-24.7%
SHAK vs RJF
+104.0%
-128.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -8.3% | -2.7% | -5.6% | -6.5% |
| 30D | -12.6% | -4.3% | -8.4% | -10.1% |
| 3M | +9.1% | +15.7% | -6.6% | -1.4% |
| 6M | -31.2% | +17.8% | -49.1% | -38.2% |
| YTD | -21.6% | +9.2% | -30.8% | -26.2% |
| 1Y | -38.8% | +2.8% | -41.6% | -40.3% |
| 3Y | +0.6% | +69.5% | -68.8% | -30.1% |
| All | -24.7% | +104.0% | -128.8% | -56.1% |
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 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