+22.2%
SWK vs RJF
+326.9%
-304.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.3% |
| 7D | -1.4% | +3.6% | -5.0% | -3.5% |
| 30D | +25.5% | +7.2% | +18.2% | +20.4% |
| 3M | +11.8% | -6.5% | +18.3% | +16.4% |
| 6M | +48.7% | +10.3% | +38.4% | +38.5% |
| YTD | +57.2% | +6.5% | +50.7% | +48.6% |
| 1Y | +75.3% | +6.1% | +69.1% | +66.0% |
| 3Y | +51.9% | +74.9% | -22.9% | +2.2% |
| 5Y | -30.7% | +81.3% | -112.1% | -56.0% |
| All | +22.2% | +326.9% | -304.8% | -55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling