+416.9%
SGI vs SWK
+30.0%
+386.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -1.1% |
| 7D | +5.3% | +11.3% | -5.9% | -2.0% |
| 30D | +8.2% | +28.1% | -19.9% | -8.1% |
| 3M | -2.2% | +12.6% | -14.8% | -9.7% |
| 6M | -8.4% | +51.7% | -60.1% | -30.4% |
| YTD | -23.4% | +60.0% | -83.4% | -44.1% |
| 1Y | -14.0% | +72.7% | -86.6% | -40.5% |
| 3Y | +78.8% | +46.3% | +32.5% | +28.0% |
| 5Y | +58.6% | -24.6% | +83.2% | +75.7% |
| All | +416.9% | +30.0% | +386.9% | +254.0% |
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