+1,815.8%
SGI vs SWK
+485.9%
+1,329.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -0.9% |
| 7D | +5.3% | +11.3% | -5.9% | -2.7% |
| 30D | +8.2% | +28.1% | -19.9% | -9.6% |
| 3M | -2.2% | +12.6% | -14.8% | -10.5% |
| 6M | -8.4% | +51.7% | -60.1% | -32.3% |
| YTD | -23.4% | +60.0% | -83.4% | -45.9% |
| 1Y | -14.0% | +72.7% | -86.6% | -42.8% |
| 3Y | +78.8% | +46.3% | +32.5% | +22.8% |
| 5Y | +58.6% | -24.6% | +83.2% | +70.7% |
| 10Y | +427.8% | +32.2% | +395.6% | +242.4% |
| All | +1,815.8% | +485.9% | +1,329.9% | +280.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling