+75.3%
SWK vs RJF
+3.6%
+71.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -1.4% | +3.6% | -5.0% | -2.8% |
| 30D | +25.5% | +7.2% | +18.2% | +22.4% |
| 3M | +11.8% | -6.5% | +18.3% | +13.9% |
| 6M | +48.7% | +10.3% | +38.4% | +43.1% |
| YTD | +57.2% | +6.5% | +50.7% | +47.9% |
| 1Y | +75.3% | +6.1% | +69.1% | +65.6% |
| All | +75.3% | +3.6% | +71.6% | +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 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