+3.4%
SWK vs RJF
+439.7%
-436.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.9% |
| 7D | -0.4% | -0.6% | +0.1% | -0.1% |
| 30D | -5.7% | -1.3% | -4.5% | -5.2% |
| 3M | +24.1% | +18.9% | +5.2% | +10.6% |
| 6M | +24.7% | +15.0% | +9.7% | +13.2% |
| YTD | +33.9% | +12.2% | +21.7% | +22.7% |
| 1Y | +34.7% | +5.6% | +29.0% | +27.8% |
| 3Y | +15.3% | +74.9% | -59.6% | -22.2% |
| 5Y | -39.3% | +106.6% | -145.9% | -64.4% |
| All | +3.4% | +439.7% | -436.2% | -65.6% |
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