+8,902.0%
SWKS vs RJF
+45,668.0%
-36,766.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.8% |
| 7D | -6.2% | +3.6% | -9.7% | -7.9% |
| 30D | -1.5% | +3.5% | -5.0% | -3.4% |
| 3M | +23.0% | -8.9% | +31.9% | +27.7% |
| 6M | +27.6% | +2.9% | +24.7% | +24.2% |
| YTD | +32.3% | +2.8% | +29.5% | +28.3% |
| 1Y | +20.1% | +2.7% | +17.5% | +16.6% |
| 3Y | +0.6% | +69.3% | -68.6% | -24.3% |
| 5Y | -42.3% | +75.0% | -117.3% | -57.8% |
| 10Y | +35.9% | +378.5% | -342.6% | -40.9% |
| All | +8,902.0% | +45,668.0% | -36,766.0% | +861.8% |
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