+20,418.4%
SHW vs RJF
+49,848.3%
-29,429.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.8% |
| 7D | -3.2% | -0.6% | -2.6% | -3.1% |
| 30D | -9.5% | -1.3% | -8.3% | -9.3% |
| 3M | +11.5% | +18.9% | -7.4% | +6.4% |
| 6M | -3.5% | +15.0% | -18.6% | -7.2% |
| YTD | +3.7% | +12.2% | -8.5% | +0.2% |
| 1Y | -7.9% | +5.6% | -13.5% | -9.8% |
| 3Y | +24.7% | +74.9% | -50.2% | +6.0% |
| 5Y | +13.6% | +106.6% | -93.1% | -8.7% |
| 10Y | +283.0% | +433.1% | -150.1% | +132.6% |
| All | +20,418.4% | +49,848.3% | -29,429.9% | +4,210.8% |
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