+2,993.7%
SHOP vs RJF
+429.3%
+2,564.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.8% |
| 7D | -11.2% | -2.7% | -8.5% | -9.8% |
| 30D | -14.4% | -4.3% | -10.1% | -12.3% |
| 3M | +16.6% | +15.7% | +0.9% | +7.7% |
| 6M | -0.6% | +17.8% | -18.4% | -9.6% |
| YTD | -20.0% | +9.2% | -29.2% | -24.6% |
| 1Y | -11.2% | +2.8% | -14.0% | -13.6% |
| 3Y | +99.5% | +69.5% | +30.0% | +50.5% |
| 5Y | -13.2% | +105.9% | -119.2% | -38.2% |
| All | +2,993.7% | +429.3% | +2,564.4% | +1,674.7% |
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