-34.1%
SHAK vs RJF
+18.0%
-52.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -6.0% |
| 7D | -7.2% | -0.3% | -6.9% | -7.0% |
| 30D | -11.8% | -2.0% | -9.8% | -10.5% |
| 3M | +17.2% | +16.3% | +0.8% | +2.2% |
| 6M | -34.1% | +16.9% | -51.0% | -39.1% |
| All | -34.1% | +18.0% | -52.2% | -39.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling