-33.5%
SGI vs SWK
+73.5%
-107.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.7% | -1.4% |
| 7D | -10.7% | -2.0% | -8.7% | -9.3% |
| 30D | -3.6% | +24.6% | -28.2% | -17.6% |
| 3M | -5.4% | +10.8% | -16.2% | -12.3% |
| 6M | -7.0% | +46.1% | -53.1% | -29.3% |
| YTD | -31.6% | +56.8% | -88.5% | -49.9% |
| 1Y | -33.5% | +72.7% | -106.3% | -53.7% |
| All | -33.5% | +73.5% | -107.0% | -53.7% |
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