+51.7%
SWK vs RJF
+5.2%
+46.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.8% |
| 7D | +11.3% | +2.2% | +9.1% | +10.7% |
| 30D | +28.1% | +3.4% | +24.7% | +27.0% |
| 3M | +12.6% | -8.7% | +21.3% | +12.8% |
| 6M | +51.7% | +4.1% | +47.6% | +55.0% |
| All | +51.7% | +5.2% | +46.6% | +55.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling