+1,495.2%
SWK vs RJF
+45,511.5%
-44,016.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.1% |
| 7D | +11.0% | +3.6% | +7.5% | +9.7% |
| 30D | +30.1% | +3.5% | +26.5% | +28.6% |
| 3M | +14.7% | -9.2% | +23.9% | +18.9% |
| 6M | +44.5% | +2.5% | +42.0% | +42.5% |
| YTD | +59.4% | +2.5% | +56.9% | +56.8% |
| 1Y | +77.5% | +2.3% | +75.2% | +74.7% |
| 3Y | +49.5% | +68.7% | -19.3% | +21.2% |
| 5Y | -24.9% | +74.4% | -99.3% | -40.3% |
| 10Y | +31.8% | +376.9% | -345.1% | -26.9% |
| All | +1,495.2% | +45,511.5% | -44,016.3% | +205.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling