+8,534.1%
SHOP vs RJF
+406.5%
+8,127.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +2.1% | +1.5% | +0.6% | +1.3% |
| 30D | -16.8% | +6.7% | -23.6% | -19.7% |
| 3M | -2.4% | -7.3% | +4.9% | +1.4% |
| 6M | +47.0% | +9.8% | +37.3% | +39.2% |
| YTD | -8.8% | +5.6% | -14.5% | -12.7% |
| 1Y | -6.3% | +2.3% | -8.5% | -8.5% |
| 3Y | +139.3% | +73.6% | +65.7% | +78.7% |
| 5Y | -12.1% | +79.9% | -92.0% | -33.7% |
| 10Y | +3,601.0% | +328.8% | +3,272.1% | +1,807.5% |
| All | +8,534.1% | +406.5% | +8,127.7% | +4,355.3% |
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