-12.1%
SGI vs SWK
+87.6%
-99.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +13.1% | -6.3% | -1.8% |
| 7D | +12.1% | +17.9% | -5.8% | +0.3% |
| 30D | +12.1% | +31.9% | -19.9% | -6.9% |
| 3M | +0.4% | +16.6% | -16.1% | -9.6% |
| 6M | -4.0% | +61.1% | -65.1% | -29.6% |
| YTD | -21.2% | +64.2% | -85.5% | -41.2% |
| 1Y | -12.1% | +85.2% | -97.3% | -34.4% |
| All | -12.1% | +87.6% | -99.7% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling