+19.6%
SW vs RJF
+75.1%
-55.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +2.0% |
| 7D | -5.1% | -0.6% | -4.5% | -4.9% |
| 30D | -4.6% | -1.3% | -3.3% | -4.1% |
| 3M | +9.4% | +18.9% | -9.5% | +0.6% |
| 6M | +3.5% | +15.0% | -11.5% | -3.6% |
| YTD | +22.0% | +12.2% | +9.8% | +14.3% |
| 1Y | +2.2% | +5.6% | -3.4% | -1.8% |
| All | +19.6% | +75.1% | -55.5% | -10.9% |
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