+304.8%
SGI vs SWK
+18.1%
+286.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -5.3% | -1.4% | -3.9% | -4.4% |
| 30D | -2.1% | +25.5% | -27.5% | -15.6% |
| 3M | -8.2% | +11.8% | -20.0% | -14.8% |
| 6M | -4.6% | +48.7% | -53.3% | -26.5% |
| YTD | -31.5% | +57.2% | -88.6% | -49.3% |
| 1Y | -30.8% | +75.3% | -106.1% | -52.5% |
| 3Y | +67.2% | +51.9% | +15.3% | +16.4% |
| 5Y | +42.5% | -30.7% | +73.2% | +68.2% |
| All | +304.8% | +18.1% | +286.6% | +187.3% |
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