+7,788.2%
SHOP vs RJF
+432.7%
+7,355.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.0% | -6.6% | -7.1% |
| 7D | -4.1% | +1.8% | -5.8% | -4.9% |
| 30D | -11.5% | 0.0% | -11.5% | -11.5% |
| 3M | +21.1% | +18.0% | +3.1% | +10.8% |
| 6M | +3.0% | +17.0% | -14.0% | -5.8% |
| YTD | -16.7% | +11.1% | -27.8% | -22.2% |
| 1Y | -8.3% | +8.0% | -16.2% | -13.0% |
| 3Y | +112.8% | +73.3% | +39.5% | +59.6% |
| 5Y | -9.3% | +107.4% | -116.7% | -35.4% |
| 10Y | +3,003.4% | +428.5% | +2,575.0% | +1,357.8% |
| All | +7,788.2% | +432.7% | +7,355.6% | +3,870.5% |
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