+51.0%
SWKS vs SGI
+318.6%
-267.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.7% | +3.7% |
| 7D | +10.9% | -10.7% | +21.5% | +14.8% |
| 30D | +17.6% | -3.6% | +21.2% | +18.3% |
| 3M | +29.2% | -5.4% | +34.6% | +30.1% |
| 6M | +37.0% | -7.0% | +44.0% | +38.0% |
| YTD | +44.9% | -31.6% | +76.5% | +59.9% |
| 1Y | +33.8% | -33.5% | +67.3% | +49.0% |
| 3Y | +10.2% | +66.5% | -56.3% | -11.3% |
| 5Y | -37.0% | +42.2% | -79.2% | -48.9% |
| All | +51.0% | +318.6% | -267.6% | -17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling