+21,462.4%
SHW vs RJF
+47,306.8%
-25,844.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +1.9% | +3.6% | -1.7% | +1.0% |
| 30D | +8.1% | +7.2% | +0.8% | +6.2% |
| 3M | -2.8% | -6.5% | +3.7% | -1.0% |
| 6M | +15.0% | +10.3% | +4.7% | +12.0% |
| YTD | +9.0% | +6.5% | +2.5% | +6.8% |
| 1Y | +4.5% | +6.1% | -1.6% | +2.4% |
| 3Y | +41.9% | +74.9% | -33.0% | +20.7% |
| 5Y | +10.7% | +81.3% | -70.6% | -7.8% |
| 10Y | +340.4% | +332.3% | +8.1% | +182.2% |
| All | +21,462.4% | +47,306.8% | -25,844.5% | +4,495.0% |
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