+20.3%
SHW vs RJF
+71.0%
-50.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | -11.4% | -2.0% | -9.4% | -10.8% |
| 3M | +3.5% | +16.3% | -12.8% | -1.2% |
| 6M | -3.4% | +16.9% | -20.3% | -8.1% |
| YTD | -0.3% | +10.4% | -10.8% | -4.0% |
| 1Y | -10.4% | +7.4% | -17.8% | -13.2% |
| All | +20.3% | +71.0% | -50.6% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling