+34.4%
SHAK vs RJF
+486.1%
-451.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.4% |
| 7D | -11.0% | -4.2% | -6.8% | -8.6% |
| 30D | -14.0% | -3.6% | -10.4% | -12.2% |
| 3M | +13.3% | +15.6% | -2.4% | +3.5% |
| 6M | -35.3% | +17.6% | -52.9% | -41.2% |
| YTD | -24.0% | +9.2% | -33.2% | -28.0% |
| 1Y | -36.7% | +5.5% | -42.2% | -39.0% |
| 3Y | -5.4% | +70.3% | -75.7% | -31.7% |
| 5Y | -24.9% | +106.0% | -130.9% | -52.1% |
| 10Y | +79.6% | +425.1% | -345.4% | -35.0% |
| All | +34.4% | +486.1% | -451.7% | -54.6% |
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