-43.6%
SWKS vs RJF
+73.7%
-117.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.8% |
| 7D | -6.2% | +3.6% | -9.7% | -8.1% |
| 30D | -1.5% | +3.5% | -5.0% | -3.6% |
| 3M | +23.0% | -8.9% | +31.9% | +28.3% |
| 6M | +27.6% | +2.9% | +24.7% | +23.8% |
| YTD | +32.3% | +2.8% | +29.5% | +27.5% |
| 1Y | +20.1% | +2.7% | +17.5% | +15.8% |
| 3Y | +0.6% | +69.3% | -68.6% | -29.9% |
| All | -43.6% | +73.7% | -117.3% | -61.6% |
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