+730.4%
SW vs RJF
+953.6%
-223.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.2% |
| 7D | +4.7% | +2.2% | +2.5% | +4.4% |
| 30D | +5.0% | +3.4% | +1.6% | +4.6% |
| 3M | -7.3% | -8.7% | +1.4% | -6.3% |
| 6M | +15.0% | +4.1% | +10.9% | +14.3% |
| YTD | +18.5% | +3.7% | +14.8% | +17.8% |
| 1Y | +27.1% | +4.4% | +22.7% | +26.3% |
| 3Y | +49.3% | +69.2% | -19.8% | +41.2% |
| 5Y | -1.6% | +76.6% | -78.2% | -7.9% |
| 10Y | +185.4% | +382.8% | -197.4% | +144.4% |
| All | +730.4% | +953.6% | -223.3% | +609.5% |
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