+54.4%
SWK vs RJF
+76.2%
-21.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +11.3% | +4.0% | +7.3% | +9.2% |
| 30D | +31.5% | +6.1% | +25.3% | +27.6% |
| 3M | +14.4% | -5.8% | +20.2% | +17.9% |
| 6M | +46.4% | +9.7% | +36.7% | +38.3% |
| YTD | +61.6% | +6.2% | +55.4% | +53.9% |
| 1Y | +78.7% | +5.3% | +73.5% | +71.0% |
| 3Y | +54.4% | +74.4% | -20.0% | +3.4% |
| All | +54.4% | +76.2% | -21.8% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling