+50.8%
SWKS vs SGI
+319.5%
-268.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +9.4% | -5.3% | +14.7% | +11.3% |
| 30D | +17.0% | -2.1% | +19.0% | +17.0% |
| 3M | +28.9% | -8.2% | +37.1% | +31.2% |
| 6M | +33.1% | -4.6% | +37.7% | +33.0% |
| YTD | +44.8% | -31.5% | +76.2% | +59.6% |
| 1Y | +36.2% | -30.8% | +67.0% | +49.6% |
| 3Y | +11.5% | +67.2% | -55.7% | -10.4% |
| 5Y | -37.1% | +42.5% | -79.6% | -49.0% |
| All | +50.8% | +319.5% | -268.7% | -18.1% |
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