+61.5%
SGI vs SWK
-38.7%
+100.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | +8.5% | -0.4% | +9.0% | +8.9% |
| 30D | +0.7% | -5.7% | +6.4% | +4.1% |
| 3M | +0.6% | +24.1% | -23.5% | -10.8% |
| 6M | -17.9% | +24.7% | -42.7% | -27.5% |
| YTD | -21.2% | +33.9% | -55.1% | -33.0% |
| 1Y | -18.9% | +34.7% | -53.5% | -31.9% |
| 3Y | +52.6% | +15.3% | +37.4% | +33.0% |
| All | +61.5% | -38.7% | +100.3% | +91.4% |
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