+77.5%
SWK vs RJF
+3.3%
+74.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.1% |
| 7D | +11.0% | +3.6% | +7.5% | +9.9% |
| 30D | +30.1% | +3.5% | +26.5% | +28.7% |
| 3M | +14.7% | -8.9% | +23.6% | +18.2% |
| 6M | +44.5% | +2.9% | +41.6% | +43.5% |
| YTD | +59.4% | +2.8% | +56.6% | +52.7% |
| 1Y | +77.5% | +2.7% | +74.9% | +70.5% |
| All | +77.5% | +3.3% | +74.2% | +70.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling