+9,498.9%
SWKS vs RJF
+46,882.3%
-37,383.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.6% | +6.5% | +6.2% |
| 7D | +5.7% | -0.9% | +6.6% | +6.1% |
| 30D | +17.3% | +5.3% | +12.0% | +14.1% |
| 3M | +28.3% | -6.8% | +35.1% | +31.8% |
| 6M | +26.1% | +11.4% | +14.6% | +18.2% |
| YTD | +41.1% | +5.5% | +35.5% | +35.1% |
| 1Y | +31.4% | +3.7% | +27.8% | +26.9% |
| 3Y | +7.3% | +73.4% | -66.1% | -20.2% |
| 5Y | -37.7% | +78.3% | -116.0% | -54.9% |
| 10Y | +46.0% | +328.4% | -282.4% | -33.1% |
| All | +9,498.9% | +46,882.3% | -37,383.4% | +912.4% |
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