-36.5%
SWKS vs RJF
+81.1%
-117.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | +9.4% | +3.6% | +5.8% | +7.4% |
| 30D | +17.0% | +7.2% | +9.7% | +12.4% |
| 3M | +28.9% | -6.5% | +35.4% | +32.8% |
| 6M | +33.1% | +10.3% | +22.8% | +24.5% |
| YTD | +44.8% | +6.5% | +38.3% | +36.9% |
| 1Y | +36.2% | +6.1% | +30.1% | +29.1% |
| 3Y | +11.5% | +74.9% | -63.4% | -23.7% |
| All | -36.5% | +81.1% | -117.7% | -57.7% |
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