+49.5%
SWK vs RJF
+67.0%
-17.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.3% |
| 7D | +11.0% | +3.6% | +7.5% | +9.3% |
| 30D | +30.1% | +3.5% | +26.5% | +28.0% |
| 3M | +14.7% | -9.2% | +23.9% | +20.5% |
| 6M | +44.5% | +2.5% | +42.0% | +41.7% |
| YTD | +59.4% | +2.5% | +56.9% | +54.7% |
| 1Y | +77.5% | +2.3% | +75.2% | +72.4% |
| 3Y | +49.5% | +68.7% | -19.3% | +0.7% |
| All | +49.5% | +67.0% | -17.6% | +0.7% |
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