-32.3%
SGI vs SWK
+77.0%
-109.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.4% | -3.9% | -4.3% |
| 7D | -3.9% | +11.3% | -15.2% | -11.1% |
| 30D | +0.9% | +31.5% | -30.5% | -17.0% |
| 3M | -2.9% | +14.4% | -17.3% | -12.0% |
| 6M | -9.0% | +46.4% | -55.4% | -30.9% |
| YTD | -29.2% | +61.6% | -90.8% | -49.3% |
| 1Y | -32.3% | +78.7% | -111.0% | -53.9% |
| All | -32.3% | +77.0% | -109.2% | -53.9% |
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