-27.0%
SWK vs RJF
+80.1%
-107.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -2.3% | -0.9% | -1.4% | -1.8% |
| 30D | +30.4% | +5.3% | +25.1% | +27.0% |
| 3M | +12.1% | -6.8% | +19.0% | +16.5% |
| 6M | +49.1% | +11.4% | +37.6% | +39.2% |
| YTD | +60.4% | +5.5% | +54.9% | +53.4% |
| 1Y | +78.3% | +3.7% | +74.7% | +72.2% |
| 3Y | +53.3% | +73.4% | -20.1% | +8.2% |
| 5Y | -27.0% | +78.3% | -105.3% | -50.5% |
| All | -27.0% | +80.1% | -107.0% | -50.5% |
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 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