+388.8%
SGI vs SWK
+29.6%
+359.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.2% |
| 7D | +1.0% | +11.0% | -10.1% | -5.9% |
| 30D | +3.9% | +30.1% | -26.2% | -12.6% |
| 3M | -0.8% | +14.7% | -15.5% | -9.6% |
| 6M | -18.0% | +44.5% | -62.5% | -35.6% |
| YTD | -27.6% | +59.4% | -87.0% | -47.0% |
| 1Y | -27.2% | +77.5% | -104.8% | -50.4% |
| 3Y | +76.0% | +49.5% | +26.5% | +24.0% |
| 5Y | +50.0% | -24.9% | +74.9% | +66.5% |
| All | +388.8% | +29.6% | +359.2% | +235.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling