+8,007.1%
SWKS vs RJF
+49,848.3%
-41,841.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.3% |
| 7D | +12.5% | -0.6% | +13.1% | +12.8% |
| 30D | +10.5% | -1.3% | +11.7% | +10.9% |
| 3M | -7.4% | +18.9% | -26.3% | -15.3% |
| 6M | +32.7% | +15.0% | +17.6% | +22.9% |
| YTD | +19.2% | +12.2% | +6.9% | +11.3% |
| 1Y | +2.4% | +5.6% | -3.2% | -1.6% |
| 3Y | -25.6% | +74.9% | -100.5% | -44.7% |
| 5Y | -53.4% | +106.6% | -160.1% | -68.4% |
| 10Y | +23.2% | +433.1% | -409.9% | -48.9% |
| All | +8,007.1% | +49,848.3% | -41,841.1% | +734.7% |
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 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