+755.0%
SW vs RJF
+1,039.8%
-284.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.4% |
| 7D | -5.1% | -0.6% | -4.5% | -5.0% |
| 30D | -4.6% | -1.3% | -3.3% | -4.5% |
| 3M | +9.4% | +18.9% | -9.5% | +7.1% |
| 6M | +3.5% | +15.0% | -11.5% | +1.7% |
| YTD | +22.0% | +12.2% | +9.8% | +20.2% |
| 1Y | +2.2% | +5.6% | -3.4% | +1.3% |
| 3Y | +19.6% | +74.9% | -55.3% | +12.4% |
| 5Y | -2.3% | +106.6% | -109.0% | -10.0% |
| 10Y | +181.4% | +433.1% | -251.7% | +138.4% |
| All | +755.0% | +1,039.8% | -284.8% | +623.7% |
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 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