+18.9%
SWKS vs SGI
-10.7%
+29.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.8% | -9.7% | -3.6% |
| 7D | -4.9% | +12.1% | -17.0% | -6.2% |
| 30D | -1.2% | +12.1% | -13.3% | -2.6% |
| 3M | +24.2% | +0.4% | +23.7% | +23.7% |
| 6M | +21.5% | -4.0% | +25.5% | +20.6% |
| YTD | +33.5% | -21.2% | +54.7% | +36.5% |
| 1Y | +18.9% | -12.1% | +31.0% | +23.0% |
| All | +18.9% | -10.7% | +29.6% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling