-2.6%
SW vs RJF
+73.7%
-76.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | +2.3% | +3.6% | -1.2% | +1.0% |
| 30D | +6.8% | +3.5% | +3.2% | +5.4% |
| 3M | -5.2% | -8.9% | +3.7% | -2.0% |
| 6M | +7.4% | +2.9% | +4.6% | +5.9% |
| YTD | +17.4% | +2.8% | +14.6% | +15.2% |
| 1Y | +27.1% | +2.7% | +24.4% | +24.7% |
| 3Y | +47.9% | +69.3% | -21.4% | +24.0% |
| All | -2.6% | +73.7% | -76.2% | -24.7% |
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