-36.7%
SWK vs RJF
+106.8%
-143.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.7% |
| 7D | -0.4% | -0.6% | +0.1% | -0.2% |
| 30D | -5.7% | -1.3% | -4.5% | -5.2% |
| 3M | +24.1% | +18.9% | +5.2% | +12.0% |
| 6M | +24.7% | +15.0% | +9.7% | +14.4% |
| YTD | +33.9% | +12.2% | +21.7% | +23.8% |
| 1Y | +34.7% | +5.6% | +29.0% | +28.6% |
| 3Y | +15.3% | +74.9% | -59.6% | -19.1% |
| All | -36.7% | +106.8% | -143.5% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling