+32.1%
SWKS vs SGI
+390.8%
-358.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +3.0% |
| 7D | -6.2% | +1.0% | -7.1% | -6.8% |
| 30D | -1.5% | +3.9% | -5.4% | -3.2% |
| 3M | +23.0% | -0.8% | +23.8% | +22.1% |
| 6M | +27.6% | -18.0% | +45.6% | +33.9% |
| YTD | +32.3% | -27.6% | +59.9% | +43.4% |
| 1Y | +20.1% | -27.2% | +47.4% | +29.8% |
| 3Y | +0.6% | +76.0% | -75.3% | -20.2% |
| 5Y | -42.3% | +50.0% | -92.3% | -53.9% |
| All | +32.1% | +390.8% | -358.7% | -26.5% |
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