+3,781.0%
SHOP vs RJF
+326.9%
+3,454.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | -1.2% | +3.6% | -4.8% | -3.2% |
| 30D | -14.7% | +7.2% | -22.0% | -18.0% |
| 3M | -7.2% | -6.5% | -0.7% | -3.9% |
| 6M | +54.2% | +10.3% | +43.9% | +45.2% |
| YTD | -8.6% | +6.5% | -15.1% | -13.1% |
| 1Y | +0.5% | +6.1% | -5.6% | -4.2% |
| 3Y | +135.9% | +74.9% | +61.1% | +72.8% |
| 5Y | -11.9% | +81.3% | -93.2% | -34.9% |
| All | +3,781.0% | +326.9% | +3,454.1% | +1,925.6% |
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 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