+20.1%
SWKS vs RJF
+3.3%
+16.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | -6.2% | +3.6% | -9.7% | -6.9% |
| 30D | -1.5% | +3.5% | -5.0% | -2.3% |
| 3M | +23.0% | -8.9% | +31.9% | +26.0% |
| 6M | +27.6% | +2.9% | +24.7% | +26.6% |
| YTD | +32.3% | +2.8% | +29.5% | +27.2% |
| 1Y | +20.1% | +2.7% | +17.5% | +15.3% |
| All | +20.1% | +3.3% | +16.8% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling