+41.4%
SGI vs SWK
-30.7%
+72.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -5.3% | -1.4% | -3.9% | -4.5% |
| 30D | -2.1% | +25.5% | -27.5% | -13.8% |
| 3M | -8.2% | +11.8% | -20.0% | -13.9% |
| 6M | -4.6% | +48.7% | -53.3% | -23.6% |
| YTD | -31.5% | +57.2% | -88.6% | -46.8% |
| 1Y | -30.8% | +75.3% | -106.1% | -49.5% |
| 3Y | +67.2% | +51.9% | +15.3% | +23.9% |
| All | +41.4% | -30.7% | +72.0% | +58.3% |
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 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