+58.6%
SGI vs SWK
-25.4%
+84.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -1.3% |
| 7D | +5.3% | +11.3% | -5.9% | -1.0% |
| 30D | +8.2% | +28.1% | -19.9% | -6.0% |
| 3M | -2.2% | +12.6% | -14.8% | -8.7% |
| 6M | -8.4% | +51.7% | -60.1% | -27.4% |
| YTD | -23.4% | +60.0% | -83.4% | -41.2% |
| 1Y | -14.0% | +72.7% | -86.6% | -36.9% |
| 3Y | +78.8% | +46.3% | +32.5% | +35.8% |
| 5Y | +58.6% | -24.6% | +83.2% | +71.7% |
| All | +58.6% | -25.4% | +84.1% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling