-0.1%
SW vs RJF
+78.6%
-78.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.3% | -0.3% | +2.4% |
| 7D | +12.1% | +7.2% | +4.9% | +9.2% |
| 30D | +6.6% | +4.9% | +1.6% | +4.6% |
| 3M | -6.0% | -5.5% | -0.5% | -4.2% |
| 6M | +21.5% | +8.0% | +13.5% | +17.6% |
| YTD | +20.3% | +6.2% | +14.2% | +16.7% |
| 1Y | +28.1% | +7.8% | +20.3% | +23.5% |
| 3Y | +51.6% | +73.1% | -21.5% | +25.9% |
| All | -0.1% | +78.6% | -78.8% | -23.7% |
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 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