+50.8%
SGI vs SWK
-25.5%
+76.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.2% |
| 7D | +1.0% | +11.0% | -10.1% | -4.9% |
| 30D | +3.9% | +30.1% | -26.2% | -10.4% |
| 3M | -0.8% | +14.7% | -15.5% | -8.4% |
| 6M | -18.0% | +44.5% | -62.5% | -33.3% |
| YTD | -27.6% | +59.4% | -87.0% | -44.3% |
| 1Y | -27.2% | +77.5% | -104.8% | -47.3% |
| 3Y | +76.0% | +49.5% | +26.5% | +31.8% |
| All | +50.8% | -25.5% | +76.3% | +64.0% |
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