+14.8%
SHW vs RJF
+107.4%
-92.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | -1.2% | +1.8% | -2.9% | -1.8% |
| 30D | -11.6% | 0.0% | -11.6% | -11.6% |
| 3M | +9.1% | +18.0% | -8.9% | +3.1% |
| 6M | -0.7% | +17.0% | -17.6% | -6.1% |
| YTD | +1.4% | +11.1% | -9.8% | -2.9% |
| 1Y | -12.3% | +8.0% | -20.2% | -15.3% |
| 3Y | +23.4% | +73.3% | -49.9% | -1.5% |
| All | +14.8% | +107.4% | -92.7% | -13.6% |
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 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