-15.7%
SHOP vs RJF
+106.2%
-121.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.8% | -4.9% |
| 7D | -10.6% | -0.3% | -10.4% | -10.3% |
| 30D | -18.3% | -2.0% | -16.3% | -16.9% |
| 3M | +14.8% | +16.3% | -1.5% | +0.6% |
| 6M | -5.0% | +16.9% | -21.9% | -18.1% |
| YTD | -21.2% | +10.4% | -31.7% | -29.7% |
| 1Y | -11.6% | +7.4% | -19.0% | -19.3% |
| 3Y | +101.2% | +72.2% | +29.0% | +15.7% |
| 5Y | -15.7% | +105.1% | -120.8% | -57.2% |
| All | -15.7% | +106.2% | -121.9% | -57.2% |
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